+101.3%
NOK vs HAS
+10.2%
+91.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.8% |
| 7D | +7.3% | -3.1% | +10.4% | +8.1% |
| 30D | +13.8% | -2.7% | +16.5% | +14.5% |
| 3M | -27.0% | +8.9% | -35.9% | -29.1% |
| 6M | +37.6% | -2.9% | +40.5% | +37.3% |
| YTD | +64.6% | +12.6% | +52.0% | +56.8% |
| 1Y | +132.0% | +17.5% | +114.6% | +117.7% |
| 3Y | +183.7% | +46.2% | +137.5% | +145.4% |
| 5Y | +101.3% | +12.6% | +88.7% | +99.4% |
| All | +101.3% | +10.2% | +91.1% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling