+1,272.2%
MET vs HAS
+1,362.4%
-90.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +1.3% | +2.2% | -0.8% | +0.4% |
| 30D | +4.0% | +29.6% | -25.6% | -6.9% |
| 3M | +4.6% | +30.3% | -25.7% | -6.7% |
| 6M | +32.8% | +25.6% | +7.2% | +19.2% |
| YTD | +32.3% | +50.8% | -18.5% | +9.1% |
| 1Y | +37.1% | +63.0% | -25.9% | +9.4% |
| 3Y | +86.8% | +211.6% | -124.7% | +8.5% |
| 5Y | +87.4% | +50.4% | +37.0% | +44.0% |
| 10Y | +209.9% | +101.9% | +108.0% | +92.8% |
| All | +1,272.2% | +1,362.4% | -90.2% | +306.1% |
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 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