+523.4%
PBR vs HAS
+102.6%
+420.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -13.3% | +3.3% | -16.5% | -14.2% |
| 30D | -27.7% | +30.5% | -58.3% | -33.8% |
| 3M | +2.7% | +29.9% | -27.2% | -5.9% |
| 6M | -6.7% | +26.5% | -33.3% | -14.3% |
| YTD | +60.9% | +51.9% | +9.0% | +37.7% |
| 1Y | +46.6% | +60.9% | -14.3% | +22.7% |
| 3Y | +69.1% | +215.0% | -145.9% | +6.8% |
| 5Y | +469.6% | +51.5% | +418.1% | +364.7% |
| 10Y | +523.4% | +102.2% | +421.1% | +310.6% |
| All | +523.4% | +102.6% | +420.8% | +310.6% |
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