+72.9%
PBR vs HAS
+66.3%
+6.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.0% | -6.8% |
| 7D | -11.0% | +2.4% | -13.4% | -10.8% |
| 30D | -18.8% | +31.6% | -50.4% | -18.0% |
| 3M | +7.8% | +33.9% | -26.0% | +8.8% |
| 6M | -7.6% | +31.4% | -39.0% | -6.5% |
| YTD | +72.7% | +51.6% | +21.0% | +78.3% |
| 1Y | +72.9% | +65.2% | +7.8% | +81.8% |
| All | +72.9% | +66.3% | +6.6% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling