+995.4%
TER vs HAS
+97.5%
+897.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +14.4% | +1.4% | +13.0% | +13.8% |
| 30D | -30.6% | +26.3% | -56.9% | -37.7% |
| 3M | -39.2% | +25.6% | -64.8% | -45.5% |
| 6M | -31.3% | +30.3% | -61.5% | -39.9% |
| YTD | +29.1% | +50.4% | -21.3% | +5.7% |
| 1Y | +47.4% | +57.7% | -10.3% | +18.1% |
| 3Y | +191.2% | +213.4% | -22.1% | +70.4% |
| 5Y | +74.0% | +49.1% | +24.9% | +37.9% |
| All | +995.4% | +97.5% | +897.9% | +655.7% |
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