+1,046.6%
NRG vs HAS
+59.3%
+987.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.6% |
| 7D | -0.2% | -3.1% | +2.9% | +0.7% |
| 30D | -6.8% | -6.4% | -0.4% | -5.0% |
| 3M | -7.1% | +10.4% | -17.5% | -10.3% |
| 6M | -27.6% | -3.7% | -23.9% | -27.5% |
| YTD | -29.2% | +12.5% | -41.7% | -32.7% |
| 1Y | -29.9% | +19.8% | -49.7% | -34.8% |
| 3Y | +198.7% | +46.0% | +152.7% | +155.3% |
| 5Y | +192.9% | +12.5% | +180.4% | +165.0% |
| All | +1,046.6% | +59.3% | +987.2% | +824.4% |
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