+14.8%
PL vs HAS
+52.5%
-37.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -9.3% |
| 7D | -20.5% | 0.0% | -20.5% | -20.6% |
| 30D | -38.8% | +31.3% | -70.1% | -46.7% |
| 3M | -49.1% | +32.1% | -81.2% | -55.9% |
| 6M | -69.4% | +28.1% | -97.5% | -73.4% |
| YTD | -42.3% | +49.1% | -91.4% | -55.1% |
| 1Y | -14.2% | +60.5% | -74.7% | -36.1% |
| 3Y | +398.7% | +183.9% | +214.8% | +158.9% |
| 5Y | +11.1% | +51.2% | -40.1% | -16.6% |
| All | +14.8% | +52.5% | -37.6% | -13.7% |
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 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