+234.7%
PM vs HAS
+106.1%
+128.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.7% |
| 7D | -7.3% | +2.2% | -9.4% | -7.6% |
| 30D | -4.0% | +29.6% | -33.6% | -8.6% |
| 3M | +2.7% | +30.3% | -27.5% | -2.3% |
| 6M | +14.9% | +25.6% | -10.8% | +9.6% |
| YTD | +23.5% | +50.8% | -27.3% | +13.7% |
| 1Y | +30.4% | +63.0% | -32.7% | +18.2% |
| 3Y | +143.2% | +211.6% | -68.4% | +88.7% |
| 5Y | +159.5% | +50.4% | +109.1% | +131.5% |
| 10Y | +234.7% | +101.9% | +132.8% | +166.3% |
| All | +234.7% | +106.1% | +128.6% | +166.3% |
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