+88.3%
RF vs HAS
+44.2%
+44.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.3% | -1.8% | +3.1% | +1.9% |
| 30D | -3.6% | +2.3% | -5.9% | -4.4% |
| 3M | +8.1% | +10.4% | -2.3% | +4.1% |
| 6M | +11.5% | -3.2% | +14.7% | +11.7% |
| YTD | +15.6% | +15.4% | +0.2% | +8.2% |
| 1Y | +15.7% | +18.8% | -3.1% | +7.0% |
| All | +88.3% | +44.2% | +44.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling