+14.9%
O vs HAS
+13.4%
+1.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -1.9% | +2.3% | -4.1% | -2.2% |
| 3M | +3.8% | +10.4% | -6.5% | +2.1% |
| 6M | -4.7% | -3.2% | -1.5% | -4.6% |
| YTD | +12.5% | +15.4% | -2.9% | +9.3% |
| 1Y | +10.8% | +18.8% | -8.0% | +7.0% |
| 3Y | +28.8% | +43.9% | -15.2% | +18.3% |
| All | +14.9% | +13.4% | +1.5% | +10.2% |
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