+50.2%
OMC vs HAS
+97.5%
-47.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | +12.2% | +26.3% | -14.1% | +4.3% |
| 3M | +0.6% | +25.6% | -25.0% | -6.4% |
| 6M | +21.0% | +30.3% | -9.2% | +10.8% |
| YTD | +12.4% | +50.4% | -38.0% | -2.3% |
| 1Y | +25.4% | +57.7% | -32.3% | +7.3% |
| 3Y | +29.2% | +213.4% | -184.2% | -12.9% |
| 5Y | +52.6% | +49.1% | +3.5% | +28.1% |
| All | +50.2% | +97.5% | -47.4% | +10.6% |
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