+192.8%
TER vs HAS
+204.3%
-11.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.0% | +11.9% |
| 7D | -5.8% | +2.2% | -7.9% | -6.6% |
| 30D | -38.9% | +29.6% | -68.5% | -46.4% |
| 3M | -35.1% | +30.3% | -65.4% | -43.5% |
| 6M | -31.6% | +25.6% | -57.2% | -40.0% |
| YTD | +27.2% | +50.8% | -23.6% | +0.7% |
| 1Y | +35.2% | +63.0% | -27.8% | +2.6% |
| 3Y | +192.8% | +211.6% | -18.8% | +62.1% |
| All | +192.8% | +204.3% | -11.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling