+485.4%
P vs HAS
+80.7%
+404.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +6.5% | -1.8% | +8.3% | +7.3% |
| 30D | +18.8% | +2.3% | +16.6% | +17.9% |
| 3M | +26.7% | +10.4% | +16.4% | +21.4% |
| 6M | +62.2% | -3.2% | +65.4% | +62.1% |
| YTD | +48.5% | +15.4% | +33.1% | +37.8% |
| 1Y | +26.4% | +18.8% | +7.6% | +15.6% |
| 3Y | +159.4% | +43.9% | +115.5% | +113.1% |
| 5Y | +275.8% | +13.9% | +261.9% | +234.6% |
| 10Y | +732.0% | +56.4% | +675.6% | +480.6% |
| All | +485.4% | +80.7% | +404.6% | +299.7% |
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