+2,839.3%
PEG vs HAS
+4,652.9%
-1,813.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +1.2% | +31.0% | -29.8% | -2.8% |
| 3M | -2.4% | +30.7% | -33.0% | -6.2% |
| 6M | -6.9% | +23.9% | -30.8% | -10.1% |
| YTD | -7.2% | +48.3% | -55.5% | -13.0% |
| 1Y | -8.9% | +60.2% | -69.1% | -15.5% |
| 3Y | +27.1% | +189.2% | -162.1% | +6.5% |
| 5Y | +33.8% | +50.4% | -16.6% | +21.7% |
| 10Y | +150.2% | +104.2% | +46.0% | +110.3% |
| All | +2,839.3% | +4,652.9% | -1,813.6% | +1,512.7% |
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