+45.5%
NOK vs HAS
+50.4%
-4.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | -10.5% | -0.2% | -10.4% | -10.5% |
| 30D | -27.9% | +31.0% | -58.9% | -33.0% |
| 3M | -18.8% | +30.7% | -49.4% | -24.7% |
| 6M | -41.9% | +23.9% | -65.8% | -45.7% |
| YTD | +18.4% | +48.3% | -29.9% | +4.5% |
| 1Y | +10.9% | +60.2% | -49.4% | -4.5% |
| 3Y | +137.9% | +189.2% | -51.3% | +61.9% |
| All | +45.5% | +50.4% | -4.9% | +34.7% |
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