+169.5%
PR vs HAS
+61.4%
+108.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.9% | -1.8% | +4.7% | +3.5% |
| 30D | +18.0% | +2.3% | +15.8% | +17.1% |
| 3M | +16.9% | +10.4% | +6.5% | +12.5% |
| 6M | +28.2% | -3.2% | +31.4% | +27.8% |
| YTD | +69.3% | +15.4% | +53.9% | +58.1% |
| 1Y | +69.5% | +18.8% | +50.7% | +56.4% |
| 3Y | +81.7% | +43.9% | +37.8% | +53.2% |
| 5Y | +422.2% | +13.9% | +408.4% | +366.8% |
| 10Y | +110.4% | +56.4% | +53.9% | +98.5% |
| All | +169.5% | +61.4% | +108.0% | +153.1% |
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