-69.4%
U vs HAS
+13.4%
-82.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -3.8% | -1.8% | -2.0% | -2.3% |
| 30D | +17.5% | +2.3% | +15.2% | +15.2% |
| 3M | +38.7% | +10.4% | +28.4% | +26.2% |
| 6M | +104.4% | -3.2% | +107.7% | +103.2% |
| YTD | -5.7% | +15.4% | -21.1% | -20.9% |
| 1Y | +3.7% | +18.8% | -15.1% | -15.7% |
| 3Y | +12.3% | +43.9% | -31.6% | -24.2% |
| All | -69.4% | +13.4% | -82.8% | -69.6% |
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