+25.8%
ON vs HAS
+49.5%
-23.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.3% |
| 7D | +17.0% | +1.6% | +15.4% | +16.0% |
| 30D | -3.9% | +26.6% | -30.5% | -16.3% |
| 3M | -11.5% | +29.0% | -40.5% | -24.0% |
| 6M | -29.2% | +30.6% | -59.8% | -40.5% |
| YTD | +36.2% | +51.5% | -15.4% | +3.7% |
| 1Y | +49.6% | +58.5% | -8.8% | +10.8% |
| 3Y | +9.4% | +214.1% | -204.7% | -47.6% |
| 5Y | +25.8% | +50.2% | -24.4% | +6.0% |
| All | +25.8% | +49.5% | -23.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling