+1,149.3%
PSX vs HAS
+444.0%
+705.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.3% |
| 7D | +6.4% | +1.6% | +4.8% | +5.9% |
| 30D | -10.2% | +26.6% | -36.8% | -16.7% |
| 3M | +17.2% | +29.0% | -11.8% | +7.9% |
| 6M | +51.8% | +30.6% | +21.2% | +38.5% |
| YTD | +108.0% | +51.5% | +56.5% | +79.2% |
| 1Y | +96.1% | +58.5% | +37.7% | +66.4% |
| 3Y | +155.9% | +214.1% | -58.2% | +71.1% |
| 5Y | +306.9% | +50.2% | +256.7% | +236.8% |
| 10Y | +364.5% | +100.0% | +264.5% | +221.5% |
| All | +1,149.3% | +444.0% | +705.3% | +466.6% |
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