-2.9%
MDT vs HAS
+50.4%
-53.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +19.1% | +31.0% | -12.0% | +12.5% |
| 3M | +19.5% | +30.7% | -11.2% | +12.9% |
| 6M | +33.5% | +23.9% | +9.5% | +27.2% |
| YTD | +8.7% | +48.3% | -39.6% | -0.6% |
| 1Y | +16.8% | +60.2% | -43.4% | +5.1% |
| 3Y | +53.0% | +189.2% | -136.2% | +18.3% |
| All | -2.9% | +50.4% | -53.3% | -14.4% |
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 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