+1,426.5%
PBR vs HAS
+2,176.9%
-750.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -13.3% | +2.2% | -15.4% | -14.1% |
| 30D | -27.5% | +29.6% | -57.0% | -34.7% |
| 3M | +5.2% | +30.3% | -25.1% | -5.7% |
| 6M | -6.4% | +25.6% | -32.0% | -15.5% |
| YTD | +61.6% | +50.8% | +10.7% | +33.9% |
| 1Y | +48.9% | +63.0% | -14.1% | +19.4% |
| 3Y | +70.0% | +211.6% | -141.5% | 0.0% |
| 5Y | +469.0% | +50.4% | +418.6% | +334.5% |
| 10Y | +471.6% | +101.9% | +369.7% | +251.9% |
| All | +1,426.5% | +2,176.9% | -750.4% | +355.6% |
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