+232.4%
PM vs HAS
+101.4%
+131.0%
-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 | +6.1% | +30.7% | -24.5% | +0.9% |
| 6M | +18.0% | +23.9% | -5.9% | +12.9% |
| YTD | +26.6% | +48.3% | -21.7% | +16.9% |
| 1Y | +36.7% | +60.2% | -23.5% | +24.3% |
| 3Y | +146.0% | +189.2% | -43.2% | +93.8% |
| 5Y | +164.1% | +50.4% | +113.7% | +135.4% |
| All | +232.4% | +101.4% | +131.0% | +165.8% |
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