+26.8%
PL vs HAS
+51.7%
-24.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.5% | +10.9% | +10.6% |
| 7D | -6.8% | -0.2% | -6.7% | -6.8% |
| 30D | -29.3% | +31.0% | -60.3% | -38.4% |
| 3M | -44.8% | +30.7% | -75.4% | -51.9% |
| 6M | -68.4% | +23.9% | -92.3% | -72.1% |
| YTD | -36.4% | +48.3% | -84.7% | -50.4% |
| 1Y | +0.7% | +60.2% | -59.5% | -24.9% |
| 3Y | +455.3% | +189.2% | +266.1% | +185.2% |
| 5Y | +22.7% | +50.4% | -27.7% | -7.8% |
| All | +26.8% | +51.7% | -24.9% | -4.6% |
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