+343.8%
MTUM vs HAS
+59.3%
+284.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | +1.2% | -3.1% | +4.3% | +2.0% |
| 30D | -1.7% | -6.4% | +4.7% | -0.2% |
| 3M | -0.5% | +10.4% | -10.9% | -3.2% |
| 6M | +22.3% | -3.7% | +26.0% | +22.5% |
| YTD | +21.4% | +12.5% | +8.9% | +16.6% |
| 1Y | +20.0% | +19.8% | +0.2% | +13.3% |
| 3Y | +113.0% | +46.0% | +67.0% | +86.8% |
| 5Y | +77.3% | +12.5% | +64.8% | +64.6% |
| All | +343.8% | +59.3% | +284.4% | +264.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling