-55.9%
W vs HAS
+48.2%
-104.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.1% |
| 7D | +0.2% | +1.4% | -1.2% | -1.1% |
| 30D | +6.8% | +26.3% | -19.5% | -14.0% |
| 3M | +10.7% | +25.6% | -14.9% | -10.9% |
| 6M | +86.3% | +30.3% | +56.1% | +40.7% |
| YTD | +11.5% | +50.4% | -38.9% | -29.5% |
| 1Y | +5.1% | +57.7% | -52.6% | -36.7% |
| 3Y | +171.0% | +213.4% | -42.4% | -20.7% |
| All | -55.9% | +48.2% | -104.1% | -68.6% |
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