+55.5%
OMC vs HAS
+106.1%
-50.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.9% |
| 7D | +5.4% | +2.2% | +3.2% | +4.7% |
| 30D | +15.7% | +29.6% | -13.9% | +6.7% |
| 3M | +4.9% | +30.3% | -25.4% | -3.5% |
| 6M | +17.3% | +25.6% | -8.3% | +8.6% |
| YTD | +13.0% | +50.8% | -37.8% | -1.9% |
| 1Y | +24.1% | +63.0% | -38.9% | +5.0% |
| 3Y | +31.2% | +211.6% | -180.4% | -11.4% |
| 5Y | +53.4% | +50.4% | +3.0% | +28.3% |
| 10Y | +55.5% | +101.9% | -46.3% | +11.5% |
| All | +55.5% | +106.1% | -50.5% | +11.5% |
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