+21.2%
RF vs HAS
+62.3%
-41.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +5.0% | +31.3% | -26.3% | -2.0% |
| 3M | -10.0% | +32.1% | -42.1% | -16.2% |
| 6M | +3.3% | +28.1% | -24.8% | -3.3% |
| YTD | +7.9% | +49.1% | -41.2% | -8.3% |
| 1Y | +21.2% | +60.5% | -39.3% | -2.4% |
| All | +21.2% | +62.3% | -41.0% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling