+66.1%
T vs HAS
+221.5%
-155.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.3% |
| 7D | +2.0% | +2.0% | 0.0% | +1.8% |
| 30D | -1.0% | +30.9% | -31.9% | -3.2% |
| 3M | -8.1% | +28.8% | -36.9% | -10.1% |
| 6M | -8.3% | +32.3% | -40.6% | -10.6% |
| YTD | -6.1% | +54.7% | -60.8% | -9.3% |
| 1Y | -7.4% | +63.2% | -70.6% | -10.9% |
| All | +66.1% | +221.5% | -155.4% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling