+567.7%
PBR vs HAS
+10.2%
+557.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.8% |
| 7D | +2.5% | -3.1% | +5.6% | +2.9% |
| 30D | +19.4% | -2.7% | +22.1% | +19.7% |
| 3M | +20.8% | +8.9% | +11.9% | +19.0% |
| 6M | +23.5% | -2.9% | +26.4% | +23.4% |
| YTD | +83.4% | +12.6% | +70.8% | +78.6% |
| 1Y | +77.6% | +17.5% | +60.1% | +71.4% |
| 3Y | +99.9% | +46.2% | +53.6% | +82.6% |
| 5Y | +567.7% | +12.6% | +555.1% | +565.2% |
| All | +567.7% | +10.2% | +557.5% | +565.2% |
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