+763.1%
PM vs HAS
+537.1%
+226.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -4.9% | -1.8% | -3.1% | -4.5% |
| 30D | -3.4% | +2.3% | -5.7% | -3.9% |
| 3M | +5.2% | +10.4% | -5.2% | +2.6% |
| 6M | +3.7% | -3.2% | +6.9% | +4.0% |
| YTD | +15.8% | +15.4% | +0.4% | +11.2% |
| 1Y | +17.4% | +18.8% | -1.4% | +11.8% |
| 3Y | +116.9% | +43.9% | +73.0% | +92.3% |
| 5Y | +117.3% | +13.9% | +103.4% | +100.4% |
| 10Y | +193.8% | +56.4% | +137.3% | +128.6% |
| All | +763.1% | +537.1% | +226.1% | +315.9% |
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 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