+54.6%
TER vs HAS
+50.4%
+4.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -20.5% | -0.2% | -20.3% | -20.4% |
| 30D | -47.0% | +31.0% | -78.0% | -54.1% |
| 3M | -43.3% | +30.7% | -73.9% | -51.1% |
| 6M | -42.9% | +23.9% | -66.8% | -49.9% |
| YTD | +12.9% | +48.3% | -35.4% | -10.2% |
| 1Y | +18.2% | +60.2% | -42.1% | -9.9% |
| 3Y | +151.8% | +189.2% | -37.4% | +38.2% |
| All | +54.6% | +50.4% | +4.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling