+311.3%
MTUM vs HAS
+97.5%
+213.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +6.6% | +1.4% | +5.2% | +6.3% |
| 30D | -10.8% | +26.3% | -37.1% | -15.8% |
| 3M | -13.8% | +25.6% | -39.4% | -18.6% |
| 6M | -10.7% | +30.3% | -40.9% | -16.9% |
| YTD | +9.1% | +50.4% | -41.3% | -2.6% |
| 1Y | +11.4% | +57.7% | -46.3% | -1.8% |
| 3Y | +88.8% | +213.4% | -124.6% | +36.3% |
| 5Y | +51.7% | +49.1% | +2.6% | +31.4% |
| All | +311.3% | +97.5% | +213.8% | +216.0% |
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