+200.6%
W vs HAS
+222.1%
-21.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.7% | -6.6% | -7.1% |
| 7D | -5.6% | 0.0% | -5.6% | -5.3% |
| 30D | +7.5% | +31.3% | -23.8% | -10.9% |
| 3M | +5.4% | +32.1% | -26.7% | -13.4% |
| 6M | +79.4% | +28.1% | +51.3% | +47.9% |
| YTD | +12.9% | +49.1% | -36.2% | -17.7% |
| 1Y | +12.4% | +60.5% | -48.1% | -22.1% |
| 3Y | +128.5% | +183.9% | -55.4% | +10.6% |
| 5Y | -54.0% | +51.2% | -105.2% | -66.2% |
| 10Y | +248.8% | +105.3% | +143.5% | +95.6% |
| All | +200.6% | +222.1% | -21.6% | +40.2% |
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