+460.1%
TEAM vs HAS
+101.4%
+358.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.5% | -15.6% | -16.0% |
| 7D | -19.8% | -0.2% | -19.7% | -19.8% |
| 30D | -21.5% | +31.0% | -52.5% | -28.6% |
| 3M | +39.5% | +30.7% | +8.8% | +27.1% |
| 6M | +73.1% | +23.9% | +49.2% | +59.5% |
| YTD | -5.2% | +48.3% | -53.5% | -19.2% |
| 1Y | -1.6% | +60.2% | -61.8% | -18.5% |
| 3Y | -11.4% | +189.2% | -200.7% | -41.7% |
| 5Y | -65.1% | +50.4% | -115.5% | -71.7% |
| All | +460.1% | +101.4% | +358.7% | +303.7% |
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 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