+32.3%
OMC vs HAS
+54.3%
-21.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -4.2% | -4.8% | +0.6% | -2.8% |
| 30D | -7.5% | -5.1% | -2.4% | -6.0% |
| 3M | +4.6% | +6.4% | -1.7% | +2.4% |
| 6M | -4.8% | -5.6% | +0.8% | -4.0% |
| YTD | -1.0% | +11.0% | -12.0% | -5.4% |
| 1Y | +3.8% | +16.8% | -12.9% | -2.5% |
| 3Y | +10.2% | +44.0% | -33.8% | -5.5% |
| 5Y | +29.7% | +11.0% | +18.7% | +19.3% |
| 10Y | +32.3% | +56.0% | -23.7% | +5.3% |
| All | +32.3% | +54.3% | -21.9% | +5.3% |
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