+46.0%
RF vs HAS
+51.6%
-5.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +0.3% | +3.3% | -2.9% | -0.8% |
| 30D | +6.2% | +30.5% | -24.4% | -3.7% |
| 3M | -7.8% | +29.9% | -37.7% | -16.3% |
| 6M | +5.9% | +26.5% | -20.6% | -3.6% |
| YTD | +9.0% | +51.9% | -42.9% | -7.9% |
| 1Y | +19.3% | +60.9% | -41.7% | -1.5% |
| 3Y | +116.4% | +215.0% | -98.6% | +34.4% |
| 5Y | +46.0% | +51.5% | -5.5% | +25.8% |
| All | +46.0% | +51.6% | -5.6% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling