+43.1%
MOD vs HAS
+20.3%
+22.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +9.6% | -1.8% | +11.4% | +10.3% |
| 30D | 0.0% | +2.3% | -2.2% | -1.0% |
| 3M | -35.4% | +10.4% | -45.7% | -38.4% |
| 6M | -7.3% | -3.2% | -4.0% | -8.0% |
| YTD | +45.8% | +15.4% | +30.4% | +30.5% |
| 1Y | +43.1% | +18.8% | +24.3% | +20.2% |
| All | +43.1% | +20.3% | +22.8% | +20.2% |
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