+338.3%
PSX vs HAS
+102.6%
+235.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | -7.8% | +3.3% | -11.1% | -8.7% |
| 30D | -9.9% | +30.5% | -40.4% | -16.9% |
| 3M | +16.9% | +29.9% | -13.0% | +7.8% |
| 6M | +48.0% | +26.5% | +21.4% | +36.8% |
| YTD | +98.3% | +51.9% | +46.4% | +71.7% |
| 1Y | +86.2% | +60.9% | +25.3% | +58.1% |
| 3Y | +144.0% | +215.0% | -71.0% | +65.4% |
| 5Y | +287.7% | +51.5% | +236.2% | +223.1% |
| 10Y | +338.3% | +102.2% | +236.1% | +225.7% |
| All | +338.3% | +102.6% | +235.7% | +225.7% |
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