+906.4%
MOD vs HAS
+101.4%
+805.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | -25.5% | -0.2% | -25.4% | -25.8% |
| 30D | -49.0% | +31.0% | -80.0% | -55.4% |
| 3M | -49.8% | +30.7% | -80.5% | -56.2% |
| 6M | -64.8% | +23.9% | -88.7% | -68.8% |
| YTD | -27.6% | +48.3% | -76.0% | -41.4% |
| 1Y | -35.2% | +60.2% | -95.4% | -49.3% |
| 3Y | +137.1% | +189.2% | -52.1% | +37.6% |
| 5Y | +760.3% | +50.4% | +709.9% | +566.6% |
| All | +906.4% | +101.4% | +805.0% | +614.0% |
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 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