+45.5%
PBR vs HAS
+58.8%
-13.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.5% |
| 7D | -3.7% | +1.6% | -5.3% | -3.6% |
| 30D | -29.0% | +26.6% | -55.6% | -28.4% |
| 3M | +4.9% | +29.0% | -24.1% | +5.7% |
| 6M | -8.4% | +30.6% | -39.0% | -7.4% |
| YTD | +59.4% | +51.5% | +7.8% | +64.5% |
| 1Y | +45.5% | +58.5% | -13.0% | +50.5% |
| All | +45.5% | +58.8% | -13.3% | +50.5% |
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