+634.6%
P vs HAS
+97.5%
+537.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.6% |
| 7D | +11.6% | +1.4% | +10.2% | +11.0% |
| 30D | -23.7% | +26.3% | -50.0% | -30.7% |
| 3M | -8.0% | +25.6% | -33.6% | -16.3% |
| 6M | +27.9% | +30.3% | -2.3% | +13.8% |
| YTD | +61.2% | +50.4% | +10.8% | +33.9% |
| 1Y | +28.6% | +57.7% | -29.1% | +4.6% |
| 3Y | +200.5% | +213.4% | -12.9% | +78.2% |
| 5Y | +282.9% | +49.1% | +233.9% | +205.3% |
| All | +634.6% | +97.5% | +537.1% | +367.1% |
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