-7.5%
MSCI vs HAS
+13.4%
-20.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.4% | -1.8% | +2.2% | +0.8% |
| 30D | +0.6% | +2.3% | -1.7% | 0.0% |
| 3M | -7.1% | +10.4% | -17.4% | -9.7% |
| 6M | +0.8% | -3.2% | +4.1% | +0.9% |
| YTD | +1.0% | +15.4% | -14.4% | -4.8% |
| 1Y | +4.3% | +18.8% | -14.5% | -2.8% |
| 3Y | +9.9% | +43.9% | -34.0% | -4.1% |
| All | -7.5% | +13.4% | -20.9% | -3.5% |
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 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