+65.2%
PR vs HAS
+101.4%
-36.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -16.4% | -0.2% | -16.3% | -16.4% |
| 30D | -1.9% | +31.0% | -32.9% | -10.6% |
| 3M | +8.0% | +30.7% | -22.7% | -1.7% |
| 6M | +4.1% | +23.9% | -19.8% | -4.1% |
| YTD | +58.7% | +48.3% | +10.4% | +35.6% |
| 1Y | +75.8% | +60.2% | +15.6% | +45.9% |
| 3Y | +73.2% | +189.2% | -116.1% | +14.2% |
| 5Y | +230.1% | +50.4% | +179.7% | +168.3% |
| All | +65.2% | +101.4% | -36.2% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling