+1,514.2%
RF vs HAS
+3,598.5%
-2,084.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.3% | -1.8% | +3.1% | +2.0% |
| 30D | -3.6% | +2.3% | -5.9% | -4.4% |
| 3M | +8.1% | +10.4% | -2.3% | +3.8% |
| 6M | +11.5% | -3.2% | +14.7% | +11.6% |
| YTD | +15.6% | +15.4% | +0.2% | +8.4% |
| 1Y | +15.7% | +18.8% | -3.1% | +7.2% |
| 3Y | +86.9% | +43.9% | +43.0% | +57.5% |
| 5Y | +89.8% | +13.9% | +75.9% | +70.1% |
| 10Y | +344.7% | +56.4% | +288.3% | +241.8% |
| All | +1,514.2% | +3,598.5% | -2,084.3% | +507.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling