-35.2%
MOD vs HAS
+59.5%
-94.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | -25.5% | -0.2% | -25.4% | -25.6% |
| 30D | -49.0% | +31.0% | -80.0% | -53.2% |
| 3M | -49.8% | +30.7% | -80.5% | -54.0% |
| 6M | -64.8% | +23.9% | -88.7% | -67.4% |
| YTD | -27.6% | +48.3% | -76.0% | -45.3% |
| 1Y | -35.2% | +60.2% | -95.4% | -52.7% |
| All | -35.2% | +59.5% | -94.7% | -52.7% |
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