+986.7%
TER vs HAS
+102.4%
+884.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.6% |
| 7D | -8.9% | +3.3% | -12.2% | -10.1% |
| 30D | -39.1% | +30.5% | -69.6% | -46.2% |
| 3M | -32.8% | +29.9% | -62.7% | -40.7% |
| 6M | -31.7% | +26.5% | -58.3% | -39.6% |
| YTD | +26.9% | +51.9% | -25.0% | +3.4% |
| 1Y | +33.6% | +60.9% | -27.3% | +6.0% |
| 3Y | +181.5% | +215.0% | -33.5% | +64.2% |
| 5Y | +76.1% | +51.5% | +24.6% | +38.6% |
| All | +986.7% | +102.4% | +884.3% | +634.4% |
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