+2,856.5%
PEG vs HAS
+3,598.5%
-742.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | -2.4% | +2.3% | -4.7% | -2.8% |
| 3M | -4.8% | +10.4% | -15.2% | -6.3% |
| 6M | -10.7% | -3.2% | -7.5% | -10.6% |
| YTD | -6.7% | +15.4% | -22.1% | -9.1% |
| 1Y | -6.8% | +18.8% | -25.6% | -9.8% |
| 3Y | +34.5% | +43.9% | -9.5% | +24.6% |
| 5Y | +35.8% | +13.9% | +21.9% | +28.6% |
| 10Y | +141.7% | +56.4% | +85.3% | +111.4% |
| All | +2,856.5% | +3,598.5% | -742.0% | +1,584.3% |
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 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