+7,983.2%
MDT vs HAS
+3,598.5%
+4,384.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +3.2% | -1.8% | +5.0% | +3.6% |
| 30D | +9.5% | +2.3% | +7.2% | +9.0% |
| 3M | +16.0% | +10.4% | +5.6% | +13.5% |
| 6M | +0.2% | -3.2% | +3.4% | +0.5% |
| YTD | -0.3% | +15.4% | -15.7% | -3.7% |
| 1Y | +4.7% | +18.8% | -14.1% | +0.4% |
| 3Y | +26.5% | +43.9% | -17.4% | +14.5% |
| 5Y | -18.2% | +13.9% | -32.1% | -23.6% |
| 10Y | +40.0% | +56.4% | -16.4% | +18.0% |
| All | +7,983.2% | +3,598.5% | +4,384.7% | +3,212.0% |
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