+112.7%
PG vs HAS
+59.3%
+53.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.3% |
| 30D | -1.5% | -6.4% | +4.9% | -0.8% |
| 3M | -3.4% | +10.4% | -13.7% | -4.6% |
| 6M | -7.0% | -3.7% | -3.3% | -6.8% |
| YTD | +2.0% | +12.5% | -10.5% | +0.1% |
| 1Y | -6.5% | +19.8% | -26.3% | -9.0% |
| 3Y | +1.2% | +46.0% | -44.8% | -5.1% |
| 5Y | +12.8% | +12.5% | +0.3% | +8.6% |
| All | +112.7% | +59.3% | +53.4% | +90.3% |
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 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