+202.8%
TER vs HAS
+13.4%
+189.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +0.6% | -1.8% | +2.4% | +1.6% |
| 30D | -8.3% | +2.3% | -10.5% | -9.6% |
| 3M | -12.2% | +10.4% | -22.6% | -17.2% |
| 6M | +17.1% | -3.2% | +20.3% | +17.7% |
| YTD | +84.7% | +15.4% | +69.3% | +68.1% |
| 1Y | +199.9% | +18.8% | +181.1% | +168.5% |
| 3Y | +232.8% | +43.9% | +188.8% | +164.4% |
| All | +202.8% | +13.4% | +189.4% | +207.1% |
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 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