+223.9%
PR vs HAS
+52.6%
+171.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.3% |
| 7D | -16.5% | 0.0% | -16.5% | -16.6% |
| 30D | -4.5% | +31.3% | -35.8% | -13.5% |
| 3M | +8.5% | +32.1% | -23.6% | -2.1% |
| 6M | -3.3% | +28.1% | -31.5% | -12.6% |
| YTD | +55.7% | +49.1% | +6.6% | +30.4% |
| 1Y | +82.0% | +60.5% | +21.5% | +47.4% |
| 3Y | +62.5% | +183.9% | -121.4% | -0.9% |
| 5Y | +223.9% | +51.2% | +172.7% | +178.8% |
| All | +223.9% | +52.6% | +171.3% | +178.8% |
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