+5,947.5%
OMC vs HAS
+3,598.5%
+2,349.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -6.4% | -1.8% | -4.6% | -6.0% |
| 30D | +1.1% | +2.3% | -1.2% | +0.5% |
| 3M | +10.4% | +10.4% | 0.0% | +7.3% |
| 6M | -1.7% | -3.2% | +1.5% | -1.6% |
| YTD | +4.4% | +15.4% | -11.0% | -0.4% |
| 1Y | +8.4% | +18.8% | -10.4% | +2.5% |
| 3Y | +14.4% | +43.9% | -29.5% | +0.7% |
| 5Y | +33.9% | +13.9% | +20.0% | +23.5% |
| 10Y | +34.9% | +56.4% | -21.6% | +9.2% |
| All | +5,947.5% | +3,598.5% | +2,349.1% | +2,513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling