+516.0%
ON vs HAS
+106.1%
+409.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.2% |
| 7D | -1.4% | +2.2% | -3.6% | -2.5% |
| 30D | -10.9% | +29.6% | -40.4% | -23.2% |
| 3M | -14.9% | +30.3% | -45.1% | -27.1% |
| 6M | -33.0% | +25.6% | -58.6% | -42.2% |
| YTD | +27.6% | +50.8% | -23.2% | -1.4% |
| 1Y | +44.5% | +63.0% | -18.5% | +6.8% |
| 3Y | +7.4% | +211.6% | -204.2% | -46.0% |
| 5Y | +18.7% | +50.4% | -31.6% | -11.3% |
| 10Y | +516.0% | +101.9% | +414.1% | +277.3% |
| All | +516.0% | +106.1% | +409.9% | +277.3% |
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