+3,116.5%
MAR vs HAS
+899.4%
+2,217.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +4.3% | -0.2% | +4.5% | +4.4% |
| 30D | +16.8% | +31.0% | -14.2% | +5.3% |
| 3M | +16.0% | +30.7% | -14.6% | +4.4% |
| 6M | +16.5% | +23.9% | -7.5% | +6.1% |
| YTD | +35.0% | +48.3% | -13.3% | +14.6% |
| 1Y | +49.4% | +60.2% | -10.9% | +23.1% |
| 3Y | +124.1% | +189.2% | -65.1% | +43.4% |
| 5Y | +159.2% | +50.4% | +108.8% | +107.3% |
| 10Y | +553.9% | +104.2% | +449.7% | +334.3% |
| All | +3,116.5% | +899.4% | +2,217.1% | +1,016.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling