+78.2%
O vs HAS
+106.1%
-27.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +3.3% | +2.2% | +1.2% | +2.8% |
| 30D | +10.3% | +29.6% | -19.2% | +3.9% |
| 3M | -3.5% | +30.3% | -33.7% | -9.3% |
| 6M | -1.3% | +25.6% | -26.9% | -6.9% |
| YTD | +10.3% | +50.8% | -40.5% | -0.8% |
| 1Y | +10.4% | +63.0% | -52.6% | -2.7% |
| 3Y | +40.0% | +211.6% | -171.6% | +1.8% |
| 5Y | +12.4% | +50.4% | -38.0% | -2.5% |
| 10Y | +78.2% | +101.9% | -23.7% | +29.6% |
| All | +78.2% | +106.1% | -27.9% | +29.6% |
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