+599.3%
MTUM vs HAS
+228.1%
+371.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.2% |
| 30D | -1.7% | +2.3% | -3.9% | -2.3% |
| 3M | -6.3% | +10.4% | -16.7% | -8.9% |
| 6M | +21.8% | -3.2% | +25.1% | +21.9% |
| YTD | +22.0% | +15.4% | +6.6% | +16.4% |
| 1Y | +25.3% | +18.8% | +6.5% | +18.5% |
| 3Y | +112.1% | +43.9% | +68.2% | +86.4% |
| 5Y | +76.2% | +13.9% | +62.3% | +62.7% |
| 10Y | +340.1% | +56.4% | +283.7% | +243.5% |
| All | +599.3% | +228.1% | +371.2% | +328.2% |
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