+229.6%
PM vs HAS
+101.4%
+128.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.2% | -0.2% | -5.1% | -5.2% |
| 30D | +2.7% | +31.0% | -28.3% | -2.4% |
| 3M | +5.2% | +30.7% | -25.4% | 0.0% |
| 6M | +17.0% | +23.9% | -6.9% | +12.0% |
| YTD | +25.5% | +48.3% | -22.8% | +15.9% |
| 1Y | +35.5% | +60.2% | -24.7% | +23.2% |
| 3Y | +143.9% | +189.2% | -45.3% | +92.2% |
| 5Y | +161.8% | +50.4% | +111.4% | +133.4% |
| All | +229.6% | +101.4% | +128.2% | +163.5% |
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