+117.4%
PM vs HAS
+13.4%
+104.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -4.9% | -1.8% | -3.1% | -4.6% |
| 30D | -3.4% | +2.3% | -5.7% | -3.7% |
| 3M | +5.2% | +10.4% | -5.2% | +3.6% |
| 6M | +3.7% | -3.2% | +6.9% | +4.0% |
| YTD | +15.8% | +15.4% | +0.4% | +13.1% |
| 1Y | +17.4% | +18.8% | -1.4% | +14.1% |
| 3Y | +116.9% | +43.9% | +73.0% | +101.7% |
| All | +117.4% | +13.4% | +104.0% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling