+57.0%
T vs HAS
+49.5%
+7.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | -0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | -2.9% | +26.6% | -29.6% | -6.4% |
| 3M | -7.5% | +29.0% | -36.5% | -11.0% |
| 6M | -9.9% | +30.6% | -40.5% | -13.7% |
| YTD | -6.4% | +51.5% | -58.0% | -12.6% |
| 1Y | -9.4% | +58.5% | -67.9% | -15.9% |
| 3Y | +64.9% | +214.1% | -149.3% | +31.0% |
| 5Y | +57.0% | +50.2% | +6.7% | +46.1% |
| All | +57.0% | +49.5% | +7.4% | +46.1% |
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