+211.2%
RF vs HAS
+103.2%
+108.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.0% |
| 7D | -1.3% | +2.0% | -3.4% | -2.2% |
| 30D | +4.6% | +30.9% | -26.3% | -6.9% |
| 3M | -8.4% | +28.8% | -37.2% | -18.1% |
| 6M | +8.9% | +32.3% | -23.5% | -4.7% |
| YTD | +8.8% | +54.7% | -45.9% | -11.6% |
| 1Y | +18.9% | +63.2% | -44.3% | -5.7% |
| 3Y | +116.0% | +220.7% | -104.7% | +22.6% |
| 5Y | +46.0% | +53.3% | -7.3% | +13.1% |
| All | +211.2% | +103.2% | +108.0% | +103.0% |
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