+8,795.5%
MDT vs HAS
+4,733.2%
+4,062.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +3.5% | +2.2% | +1.4% | +3.1% |
| 30D | +16.2% | +29.6% | -13.4% | +10.2% |
| 3M | +18.9% | +30.3% | -11.4% | +12.6% |
| 6M | +37.3% | +25.6% | +11.7% | +30.7% |
| YTD | +9.7% | +50.8% | -41.1% | +0.4% |
| 1Y | +15.2% | +63.0% | -47.8% | +3.7% |
| 3Y | +61.8% | +211.6% | -149.8% | +25.6% |
| 5Y | -1.4% | +50.4% | -51.8% | -12.9% |
| 10Y | +61.6% | +101.9% | -40.3% | +29.4% |
| All | +8,795.5% | +4,733.2% | +4,062.2% | +3,351.9% |
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