-16.9%
MCHP vs HAS
+51.6%
-68.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.3% |
| 7D | -22.6% | +3.3% | -25.8% | -23.8% |
| 30D | -20.1% | +30.5% | -50.7% | -31.3% |
| 3M | -25.4% | +29.9% | -55.3% | -35.9% |
| 6M | -38.4% | +26.5% | -65.0% | -46.9% |
| YTD | -3.7% | +51.9% | -55.7% | -25.7% |
| 1Y | +11.7% | +60.9% | -49.2% | -16.7% |
| 3Y | -16.1% | +215.0% | -231.1% | -56.2% |
| 5Y | -16.9% | +51.5% | -68.4% | -34.3% |
| All | -16.9% | +51.6% | -68.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling