+713.8%
MOD vs HAS
+52.6%
+661.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.6% |
| 7D | -34.2% | 0.0% | -34.1% | -34.3% |
| 30D | -51.9% | +31.3% | -83.2% | -57.8% |
| 3M | -53.0% | +32.1% | -85.2% | -59.0% |
| 6M | -66.4% | +28.1% | -94.5% | -70.6% |
| YTD | -31.5% | +49.1% | -80.6% | -44.6% |
| 1Y | -39.6% | +60.5% | -100.1% | -52.7% |
| 3Y | +116.8% | +183.9% | -67.1% | +27.2% |
| 5Y | +713.8% | +51.2% | +662.6% | +620.0% |
| All | +713.8% | +52.6% | +661.2% | +620.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling