+83.0%
PL vs HAS
+18.0%
+65.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | -9.3% | -1.8% | -7.5% | -8.4% |
| 30D | -18.9% | +2.3% | -21.2% | -19.9% |
| 3M | -58.4% | +10.4% | -68.7% | -60.7% |
| 6M | -30.3% | -3.2% | -27.1% | -30.5% |
| YTD | -8.1% | +15.4% | -23.5% | -18.4% |
| 1Y | +180.5% | +18.8% | +161.7% | +144.3% |
| 3Y | +444.1% | +43.9% | +400.2% | +309.4% |
| 5Y | +83.0% | +13.9% | +69.1% | +56.7% |
| All | +83.0% | +18.0% | +65.0% | +56.9% |
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