+143.2%
PM vs HAS
+204.3%
-61.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.6% |
| 7D | -7.3% | +2.2% | -9.4% | -7.5% |
| 30D | -4.0% | +29.6% | -33.6% | -6.3% |
| 3M | +2.7% | +30.3% | -27.5% | +0.2% |
| 6M | +14.9% | +25.6% | -10.8% | +12.4% |
| YTD | +23.5% | +50.8% | -27.3% | +19.0% |
| 1Y | +30.4% | +63.0% | -32.7% | +24.8% |
| 3Y | +143.2% | +211.6% | -68.4% | +109.3% |
| All | +143.2% | +204.3% | -61.0% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling