+474.5%
PBR vs HAS
+48.5%
+426.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -16.0% | -0.2% | -15.8% | -16.0% |
| 30D | -22.8% | +31.0% | -53.8% | -25.8% |
| 3M | +3.0% | +30.7% | -27.7% | -1.1% |
| 6M | -8.1% | +23.9% | -32.0% | -11.2% |
| YTD | +63.1% | +48.3% | +14.8% | +52.3% |
| 1Y | +59.3% | +60.2% | -1.0% | +46.5% |
| 3Y | +66.1% | +189.2% | -123.1% | +35.7% |
| All | +474.5% | +48.5% | +426.0% | +434.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling