-40.4%
TER vs HAS
+28.5%
-68.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.7% | -13.6% | -15.1% |
| 7D | -28.2% | 0.0% | -28.2% | -28.1% |
| 30D | -50.6% | +31.3% | -81.9% | -51.7% |
| 3M | -45.3% | +32.1% | -77.5% | -46.9% |
| 6M | -40.4% | +28.1% | -68.5% | -46.9% |
| All | -40.4% | +28.5% | -68.9% | -46.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling