+686.6%
P vs HAS
+101.4%
+585.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.8% |
| 7D | -23.8% | -0.2% | -23.7% | -23.7% |
| 30D | -36.6% | +31.0% | -67.7% | -43.4% |
| 3M | +10.9% | +30.7% | -19.8% | -0.7% |
| 6M | +30.0% | +23.9% | +6.1% | +17.8% |
| YTD | +44.4% | +48.3% | -3.9% | +20.5% |
| 1Y | +3.9% | +60.2% | -56.3% | -16.2% |
| 3Y | +176.6% | +189.2% | -12.6% | +69.2% |
| 5Y | +249.3% | +50.4% | +198.9% | +176.9% |
| All | +686.6% | +101.4% | +585.2% | +382.5% |
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