+2,926.4%
V vs HAS
+514.2%
+2,412.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | +2.0% | +2.3% | -0.3% | +1.2% |
| 3M | +17.4% | +10.4% | +7.0% | +13.2% |
| 6M | +17.5% | -3.2% | +20.7% | +17.6% |
| YTD | +7.6% | +15.4% | -7.8% | +1.3% |
| 1Y | +7.7% | +18.8% | -11.1% | +0.2% |
| 3Y | +54.7% | +43.9% | +10.7% | +30.0% |
| 5Y | +73.0% | +13.9% | +59.2% | +54.6% |
| 10Y | +390.9% | +56.4% | +334.4% | +248.5% |
| All | +2,926.4% | +514.2% | +2,412.2% | +1,028.7% |
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