+71.7%
TER vs HAS
+48.2%
+23.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -38.6% |
| 3M | -39.2% | +25.6% | -64.8% | -46.2% |
| 6M | -31.3% | +30.3% | -61.5% | -41.2% |
| YTD | +29.1% | +50.4% | -21.3% | +2.1% |
| 1Y | +47.4% | +57.7% | -10.3% | +13.7% |
| 3Y | +191.2% | +213.4% | -22.1% | +53.6% |
| All | +71.7% | +48.2% | +23.4% | +49.5% |
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