+244.4%
MET vs HAS
+53.3%
+191.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.4% |
| 30D | -2.3% | -2.7% | +0.4% | -1.4% |
| 3M | +13.9% | +8.9% | +5.0% | +9.7% |
| 6M | +34.8% | -2.9% | +37.7% | +34.7% |
| YTD | +23.5% | +12.6% | +10.9% | +16.2% |
| 1Y | +23.4% | +17.5% | +5.9% | +13.9% |
| 3Y | +64.9% | +46.2% | +18.7% | +34.8% |
| 5Y | +82.0% | +12.6% | +69.5% | +62.6% |
| 10Y | +244.4% | +55.7% | +188.7% | +159.1% |
| All | +244.4% | +53.3% | +191.1% | +159.1% |
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