+55.5%
T vs HAS
+101.4%
-45.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -10.6% | +31.0% | -41.6% | -15.1% |
| 3M | -7.7% | +30.7% | -38.4% | -12.3% |
| 6M | -13.3% | +23.9% | -37.2% | -17.0% |
| YTD | -8.8% | +48.3% | -57.1% | -15.8% |
| 1Y | -8.4% | +60.2% | -68.6% | -16.7% |
| 3Y | +59.6% | +189.2% | -129.6% | +25.6% |
| 5Y | +52.1% | +50.4% | +1.7% | +35.6% |
| All | +55.5% | +101.4% | -45.8% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling