+160.2%
PEG vs HAS
+106.1%
+54.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.0% |
| 7D | +0.9% | +2.2% | -1.3% | +0.5% |
| 30D | +3.8% | +29.6% | -25.8% | -1.0% |
| 3M | +0.1% | +30.3% | -30.2% | -4.7% |
| 6M | -1.0% | +25.6% | -26.6% | -5.4% |
| YTD | -4.1% | +50.8% | -54.9% | -11.8% |
| 1Y | -6.9% | +63.0% | -69.9% | -15.6% |
| 3Y | +35.6% | +211.6% | -175.9% | +6.0% |
| 5Y | +42.8% | +50.4% | -7.6% | +27.3% |
| 10Y | +160.2% | +101.9% | +58.3% | +109.6% |
| All | +160.2% | +106.1% | +54.1% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling