+415.4%
MAR vs HAS
+53.3%
+362.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.4% |
| 7D | -1.7% | -3.1% | +1.4% | -0.6% |
| 30D | -6.9% | -2.7% | -4.2% | -6.0% |
| 3M | -15.8% | +8.9% | -24.7% | -18.8% |
| 6M | +1.9% | -2.9% | +4.9% | +2.0% |
| YTD | +6.6% | +12.6% | -6.0% | +0.8% |
| 1Y | +23.7% | +17.5% | +6.2% | +14.9% |
| 3Y | +64.6% | +46.2% | +18.4% | +36.9% |
| 5Y | +156.4% | +12.6% | +143.8% | +132.4% |
| 10Y | +415.4% | +55.7% | +359.7% | +324.7% |
| All | +415.4% | +53.3% | +362.1% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling