+165.2%
NOK vs HAS
+44.6%
+120.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | +4.7% | +2.3% | +2.4% | +4.2% |
| 3M | -39.7% | +10.4% | -50.0% | -40.9% |
| 6M | +23.1% | -3.2% | +26.3% | +22.9% |
| YTD | +55.0% | +15.4% | +39.6% | +49.7% |
| 1Y | +118.0% | +18.8% | +99.2% | +109.2% |
| All | +165.2% | +44.6% | +120.6% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling