+449.6%
P vs HAS
+133.5%
+316.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.7% | -14.7% | -15.7% |
| 7D | -31.9% | 0.0% | -31.9% | -31.8% |
| 30D | -36.5% | +31.3% | -67.8% | -43.2% |
| 3M | +11.6% | +32.1% | -20.5% | -0.3% |
| 6M | +25.2% | +28.1% | -2.9% | +12.1% |
| YTD | +39.4% | +49.1% | -9.7% | +16.6% |
| 1Y | -3.7% | +60.5% | -64.2% | -22.0% |
| 3Y | +167.3% | +183.9% | -16.6% | +66.9% |
| 5Y | +237.3% | +51.2% | +186.1% | +167.9% |
| 10Y | +698.6% | +105.3% | +593.4% | +399.1% |
| All | +449.6% | +133.5% | +316.1% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling