+127.9%
NOK vs HAS
+97.5%
+30.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.3% |
| 7D | +5.4% | +1.4% | +4.0% | +5.0% |
| 30D | -14.1% | +26.3% | -40.4% | -19.9% |
| 3M | -23.6% | +25.6% | -49.2% | -28.7% |
| 6M | -45.1% | +30.3% | -75.4% | -49.7% |
| YTD | +24.7% | +50.4% | -25.6% | +8.9% |
| 1Y | +19.0% | +57.7% | -38.7% | +2.4% |
| 3Y | +147.0% | +213.4% | -66.4% | +66.0% |
| 5Y | +58.2% | +49.1% | +9.1% | +33.2% |
| All | +127.9% | +97.5% | +30.4% | +75.4% |
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