+1,673.7%
MOD vs HAS
+4,759.6%
-3,085.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.1% | -24.5% | -22.7% |
| 7D | -31.3% | +2.4% | -33.8% | -32.2% |
| 30D | -46.1% | +31.6% | -77.7% | -52.3% |
| 3M | -51.1% | +33.9% | -85.0% | -57.2% |
| 6M | -62.1% | +31.4% | -93.5% | -66.8% |
| YTD | -26.2% | +51.6% | -77.8% | -39.2% |
| 1Y | -32.6% | +65.2% | -97.7% | -46.3% |
| 3Y | +133.8% | +188.7% | -54.9% | +45.8% |
| 5Y | +792.8% | +55.7% | +737.0% | +599.9% |
| 10Y | +959.8% | +108.8% | +851.0% | +602.0% |
| All | +1,673.7% | +4,759.6% | -3,085.9% | +462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling