+150.0%
PM vs HAS
+212.5%
-62.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.2% |
| 7D | +0.5% | +1.4% | -0.8% | +0.4% |
| 30D | -3.2% | +26.3% | -29.5% | -5.3% |
| 3M | +6.2% | +25.6% | -19.4% | +3.9% |
| 6M | +7.7% | +30.3% | -22.6% | +5.0% |
| YTD | +27.3% | +50.4% | -23.1% | +22.6% |
| 1Y | +32.8% | +57.7% | -24.9% | +27.4% |
| 3Y | +150.0% | +213.4% | -63.4% | +114.9% |
| All | +150.0% | +212.5% | -62.5% | +114.9% |
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