-32.6%
MOD vs HAS
+66.3%
-98.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.1% | -24.5% | -22.1% |
| 7D | -31.3% | +2.4% | -33.8% | -31.8% |
| 30D | -46.1% | +31.6% | -77.7% | -50.6% |
| 3M | -51.1% | +33.9% | -85.0% | -55.6% |
| 6M | -62.1% | +31.4% | -93.5% | -65.9% |
| YTD | -26.2% | +51.6% | -77.8% | -44.8% |
| 1Y | -32.6% | +65.2% | -97.7% | -52.5% |
| All | -32.6% | +66.3% | -98.9% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling