+1,057.8%
TER vs HAS
+99.1%
+958.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | +0.1% |
| 7D | +24.0% | +1.6% | +22.4% | +23.2% |
| 30D | -30.6% | +26.6% | -57.3% | -37.8% |
| 3M | -34.5% | +29.0% | -63.5% | -41.9% |
| 6M | -26.4% | +30.6% | -56.9% | -35.7% |
| YTD | +36.4% | +51.5% | -15.1% | +11.3% |
| 1Y | +47.4% | +58.5% | -11.1% | +17.8% |
| 3Y | +202.6% | +214.1% | -11.5% | +76.8% |
| 5Y | +83.9% | +50.2% | +33.7% | +45.2% |
| All | +1,057.8% | +99.1% | +958.7% | +695.8% |
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