+5.4%
MOD vs HAS
+58.1%
-52.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.6% | +28.0% |
| 7D | +40.4% | +1.4% | +39.0% | +40.0% |
| 30D | -14.0% | +26.3% | -40.3% | -19.8% |
| 3M | -33.3% | +25.6% | -58.9% | -37.7% |
| 6M | -51.4% | +30.3% | -81.7% | -56.1% |
| YTD | +1.6% | +50.4% | -48.7% | -22.8% |
| 1Y | +5.4% | +57.7% | -52.3% | -25.4% |
| All | +5.4% | +58.1% | -52.7% | -25.4% |
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