+852.8%
PM vs HAS
+723.0%
+129.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -4.3% |
| 7D | -3.4% | 0.0% | -3.3% | -3.3% |
| 30D | +5.8% | +31.3% | -25.5% | -0.7% |
| 3M | +6.7% | +32.1% | -25.5% | -0.1% |
| 6M | +19.9% | +28.1% | -8.2% | +12.7% |
| YTD | +27.8% | +49.1% | -21.3% | +15.6% |
| 1Y | +39.4% | +60.5% | -21.1% | +23.9% |
| 3Y | +146.9% | +183.9% | -37.0% | +86.0% |
| 5Y | +166.6% | +51.2% | +115.4% | +130.2% |
| 10Y | +242.1% | +105.3% | +136.8% | +149.8% |
| All | +852.8% | +723.0% | +129.8% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling