+129.8%
NOK vs HAS
+54.3%
+75.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +9.3% | -4.8% | +14.2% | +10.9% |
| 30D | +17.9% | -5.1% | +23.0% | +19.5% |
| 3M | -22.3% | +6.4% | -28.7% | -24.1% |
| 6M | +36.4% | -5.6% | +42.0% | +37.3% |
| YTD | +66.3% | +11.0% | +55.3% | +59.1% |
| 1Y | +134.4% | +16.8% | +117.6% | +120.4% |
| 3Y | +186.6% | +44.0% | +142.6% | +145.7% |
| 5Y | +102.7% | +11.0% | +91.7% | +86.3% |
| 10Y | +129.8% | +56.0% | +73.8% | +84.6% |
| All | +129.8% | +54.3% | +75.6% | +84.6% |
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