+557.5%
P vs HAS
+137.5%
+420.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -6.2% |
| 7D | -19.4% | +2.4% | -21.8% | -20.2% |
| 30D | -22.3% | +31.6% | -53.9% | -30.6% |
| 3M | +33.2% | +33.9% | -0.7% | +18.3% |
| 6M | +53.6% | +31.4% | +22.2% | +36.1% |
| YTD | +66.8% | +51.6% | +15.2% | +38.4% |
| 1Y | +17.5% | +65.2% | -47.6% | -6.0% |
| 3Y | +219.7% | +188.7% | +31.0% | +98.0% |
| 5Y | +307.8% | +55.7% | +252.1% | +219.6% |
| 10Y | +855.3% | +108.8% | +746.5% | +492.4% |
| All | +557.5% | +137.5% | +420.0% | +301.2% |
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