+1,573.8%
PBR vs HAS
+1,642.4%
-68.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +8.6% | -1.8% | +10.4% | +9.3% |
| 30D | +12.8% | +2.3% | +10.5% | +11.6% |
| 3M | +14.7% | +10.4% | +4.3% | +9.5% |
| 6M | +25.2% | -3.2% | +28.4% | +24.5% |
| YTD | +77.1% | +15.4% | +61.7% | +63.6% |
| 1Y | +69.6% | +18.8% | +50.8% | +54.2% |
| 3Y | +95.6% | +43.9% | +51.6% | +57.5% |
| 5Y | +501.8% | +13.9% | +487.9% | +412.5% |
| 10Y | +640.6% | +56.4% | +584.1% | +405.4% |
| All | +1,573.8% | +1,642.4% | -68.6% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling