+196.2%
W vs HAS
+220.4%
-24.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.3% |
| 30D | +7.0% | +31.0% | -24.1% | -11.3% |
| 3M | +7.4% | +30.7% | -23.3% | -11.1% |
| 6M | +69.3% | +23.9% | +45.4% | +42.8% |
| YTD | +11.3% | +48.3% | -37.0% | -18.6% |
| 1Y | +13.2% | +60.2% | -47.0% | -21.4% |
| 3Y | +142.0% | +189.2% | -47.2% | +15.7% |
| 5Y | -54.6% | +50.4% | -105.0% | -66.6% |
| 10Y | +243.7% | +104.2% | +139.5% | +93.5% |
| All | +196.2% | +220.4% | -24.2% | +38.7% |
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