+43.7%
RF vs HAS
+52.6%
-8.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +5.0% | +31.3% | -26.3% | -4.9% |
| 3M | -10.0% | +32.1% | -42.1% | -18.8% |
| 6M | +3.3% | +28.1% | -24.8% | -6.4% |
| YTD | +7.9% | +49.1% | -41.2% | -8.2% |
| 1Y | +21.2% | +60.5% | -39.3% | +0.2% |
| 3Y | +105.8% | +183.9% | -78.1% | +32.8% |
| 5Y | +43.7% | +51.2% | -7.5% | +22.2% |
| All | +43.7% | +52.6% | -8.9% | +22.2% |
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