-24.7%
U vs HAS
+86.5%
-111.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.9% |
| 7D | +36.6% | -0.2% | +36.7% | +36.5% |
| 30D | +13.3% | +31.0% | -17.7% | -8.0% |
| 3M | +26.2% | +30.7% | -4.5% | +2.4% |
| 6M | +88.7% | +23.9% | +64.8% | +57.1% |
| YTD | +16.6% | +48.3% | -31.7% | -17.5% |
| 1Y | +29.0% | +60.2% | -31.3% | -14.4% |
| 3Y | +99.5% | +189.2% | -89.7% | -18.2% |
| 5Y | -66.1% | +50.4% | -116.5% | -77.4% |
| All | -24.7% | +86.5% | -111.1% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling