+346.6%
PSX vs HAS
+101.4%
+245.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -13.1% | -0.2% | -13.0% | -13.1% |
| 30D | -9.5% | +31.0% | -40.6% | -16.7% |
| 3M | +20.2% | +30.7% | -10.5% | +10.6% |
| 6M | +44.9% | +23.9% | +21.0% | +34.8% |
| YTD | +94.4% | +48.3% | +46.1% | +69.4% |
| 1Y | +83.1% | +60.2% | +22.8% | +55.6% |
| 3Y | +132.2% | +189.2% | -57.1% | +61.5% |
| 5Y | +278.8% | +50.4% | +228.4% | +216.0% |
| All | +346.6% | +101.4% | +245.2% | +234.9% |
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 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