+67.7%
T vs HAS
+13.4%
+54.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | +11.4% | +2.3% | +9.1% | +11.0% |
| 3M | +14.3% | +10.4% | +3.9% | +12.6% |
| 6M | -9.3% | -3.2% | -6.0% | -9.1% |
| YTD | +7.1% | +15.4% | -8.3% | +4.4% |
| 1Y | -9.1% | +18.8% | -27.9% | -11.9% |
| 3Y | +105.3% | +43.9% | +61.4% | +91.3% |
| All | +67.7% | +13.4% | +54.3% | +65.5% |
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