+243.6%
W vs HAS
+106.1%
+137.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.4% |
| 7D | +3.3% | +2.2% | +1.1% | +2.0% |
| 30D | +10.5% | +29.6% | -19.0% | -8.9% |
| 3M | +9.6% | +30.3% | -20.6% | -10.4% |
| 6M | +76.4% | +25.6% | +50.8% | +45.2% |
| YTD | +16.4% | +50.8% | -34.4% | -18.2% |
| 1Y | +9.3% | +63.0% | -53.7% | -27.5% |
| 3Y | +172.8% | +211.6% | -38.8% | +14.6% |
| 5Y | -53.4% | +50.4% | -103.8% | -66.7% |
| 10Y | +243.6% | +101.9% | +141.8% | +78.3% |
| All | +243.6% | +106.1% | +137.6% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling