+40.6%
MDT vs HAS
+54.3%
-13.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +0.9% |
| 30D | +2.8% | -5.1% | +7.9% | +4.1% |
| 3M | +13.1% | +6.4% | +6.7% | +11.2% |
| 6M | +2.3% | -5.6% | +8.0% | +3.3% |
| YTD | -2.7% | +11.0% | -13.7% | -6.0% |
| 1Y | +0.9% | +16.8% | -15.9% | -3.9% |
| 3Y | +26.8% | +44.0% | -17.2% | +11.9% |
| 5Y | -19.5% | +11.0% | -30.4% | -25.2% |
| 10Y | +40.6% | +56.0% | -15.4% | +17.4% |
| All | +40.6% | +54.3% | -13.7% | +17.4% |
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 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