+1,440.4%
RF vs HAS
+4,759.6%
-3,319.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.4% |
| 7D | +2.3% | +2.4% | -0.2% | +1.4% |
| 30D | +7.2% | +31.6% | -24.4% | -3.0% |
| 3M | -8.2% | +33.9% | -42.1% | -17.6% |
| 6M | +7.0% | +31.4% | -24.4% | -4.0% |
| YTD | +10.3% | +51.6% | -41.4% | -6.5% |
| 1Y | +25.1% | +65.2% | -40.1% | +2.8% |
| 3Y | +110.3% | +188.7% | -78.4% | +38.3% |
| 5Y | +47.1% | +55.7% | -8.6% | +17.8% |
| 10Y | +297.9% | +108.8% | +189.2% | +175.6% |
| All | +1,440.4% | +4,759.6% | -3,319.2% | +424.2% |
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 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