+165.8%
PM vs HAS
+50.4%
+115.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +5.2% | +30.7% | -25.4% | +1.3% |
| 6M | +17.0% | +23.9% | -6.9% | +13.3% |
| YTD | +25.5% | +48.3% | -22.8% | +18.4% |
| 1Y | +35.5% | +60.2% | -24.7% | +26.4% |
| 3Y | +143.9% | +189.2% | -45.3% | +101.4% |
| All | +165.8% | +50.4% | +115.4% | +147.7% |
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