+120.1%
MAR vs HAS
+212.5%
-92.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +13.8% | +26.3% | -12.5% | +5.5% |
| 3M | +20.3% | +25.6% | -5.3% | +11.6% |
| 6M | +21.3% | +30.3% | -8.9% | +10.6% |
| YTD | +37.2% | +50.4% | -13.1% | +18.9% |
| 1Y | +48.4% | +57.7% | -9.3% | +26.6% |
| 3Y | +120.1% | +213.4% | -93.3% | +51.2% |
| All | +120.1% | +212.5% | -92.4% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling