-66.4%
MOD vs HAS
+28.5%
-94.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -7.5% |
| 7D | -34.2% | 0.0% | -34.1% | -34.0% |
| 30D | -51.9% | +31.3% | -83.2% | -51.7% |
| 3M | -53.0% | +32.1% | -85.2% | -52.9% |
| 6M | -66.4% | +28.1% | -94.5% | -68.8% |
| All | -66.4% | +28.5% | -94.9% | -68.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling