+250.9%
PM vs HAS
+102.6%
+148.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -6.6% | +3.3% | -9.9% | -7.2% |
| 30D | -3.4% | +30.5% | -34.0% | -8.2% |
| 3M | +5.3% | +29.9% | -24.6% | +0.2% |
| 6M | +15.5% | +26.5% | -11.0% | +10.1% |
| YTD | +24.3% | +51.9% | -27.7% | +14.2% |
| 1Y | +29.7% | +60.9% | -31.2% | +17.8% |
| 3Y | +144.9% | +215.0% | -70.1% | +89.5% |
| 5Y | +159.0% | +51.5% | +107.5% | +130.7% |
| 10Y | +250.9% | +102.2% | +148.7% | +179.3% |
| All | +250.9% | +102.6% | +148.3% | +179.3% |
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