+272.5%
PM vs HAS
+97.5%
+174.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.3% |
| 7D | +0.5% | +1.4% | -0.8% | +0.3% |
| 30D | -3.2% | +26.3% | -29.5% | -7.4% |
| 3M | +6.2% | +25.6% | -19.4% | +1.7% |
| 6M | +7.7% | +30.3% | -22.6% | +2.1% |
| YTD | +27.3% | +50.4% | -23.1% | +17.1% |
| 1Y | +32.8% | +57.7% | -24.9% | +21.0% |
| 3Y | +150.0% | +213.4% | -63.4% | +93.4% |
| 5Y | +164.2% | +49.1% | +115.2% | +136.0% |
| All | +272.5% | +97.5% | +174.9% | +199.1% |
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