+652.6%
P vs HAS
+102.6%
+550.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.1% |
| 7D | -13.3% | +3.3% | -16.6% | -14.4% |
| 30D | -34.0% | +30.5% | -64.5% | -40.9% |
| 3M | +4.1% | +29.9% | -25.8% | -6.6% |
| 6M | +30.5% | +26.5% | +3.9% | +17.3% |
| YTD | +52.2% | +51.9% | +0.2% | +25.8% |
| 1Y | +10.3% | +60.9% | -50.6% | -11.1% |
| 3Y | +180.9% | +215.0% | -34.1% | +66.0% |
| 5Y | +259.7% | +51.5% | +208.2% | +184.7% |
| 10Y | +652.6% | +102.2% | +550.4% | +364.9% |
| All | +652.6% | +102.6% | +550.0% | +364.9% |
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