+272.5%
RF vs HAS
+101.4%
+171.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | +6.0% | +31.0% | -25.0% | -5.8% |
| 3M | -8.9% | +30.7% | -39.6% | -19.1% |
| 6M | +2.3% | +23.9% | -21.6% | -7.8% |
| YTD | +7.6% | +48.3% | -40.8% | -11.1% |
| 1Y | +21.2% | +60.2% | -39.1% | -3.2% |
| 3Y | +108.5% | +189.2% | -80.7% | +23.5% |
| 5Y | +43.2% | +50.4% | -7.2% | +11.6% |
| All | +272.5% | +101.4% | +171.1% | +142.8% |
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 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