-69.4%
PL vs HAS
+28.5%
-97.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -10.2% |
| 7D | -20.5% | 0.0% | -20.5% | -20.5% |
| 30D | -38.8% | +31.3% | -70.1% | -37.2% |
| 3M | -49.1% | +32.1% | -81.2% | -47.8% |
| 6M | -69.4% | +28.1% | -97.5% | -69.0% |
| All | -69.4% | +28.5% | -97.9% | -69.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling