+789.3%
MOD vs HAS
+51.6%
+737.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -17.8% | +3.3% | -21.1% | -19.2% |
| 30D | -43.2% | +30.5% | -73.8% | -50.0% |
| 3M | -46.0% | +29.9% | -75.9% | -52.5% |
| 6M | -62.2% | +26.5% | -88.8% | -66.7% |
| YTD | -22.8% | +51.9% | -74.7% | -38.0% |
| 1Y | -35.5% | +60.9% | -96.4% | -49.5% |
| 3Y | +128.2% | +215.0% | -86.8% | +27.8% |
| All | +789.3% | +51.6% | +737.7% | +704.7% |
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 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