-87.9%
OPEN vs HAS
+105.0%
-192.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.6% |
| 7D | -24.7% | +3.3% | -28.0% | -26.2% |
| 30D | -41.0% | +30.5% | -71.5% | -51.5% |
| 3M | -62.4% | +29.9% | -92.2% | -69.0% |
| 6M | -73.9% | +26.5% | -100.4% | -78.4% |
| YTD | -77.5% | +51.9% | -129.5% | -84.3% |
| 1Y | -83.6% | +60.9% | -144.5% | -89.1% |
| 3Y | -37.0% | +215.0% | -252.0% | -75.0% |
| 5Y | -93.3% | +51.5% | -144.8% | -95.7% |
| All | -87.9% | +105.0% | -192.9% | -92.4% |
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