+336.4%
WM vs HAS
+101.4%
+235.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +13.1% | +31.0% | -18.0% | +8.6% |
| 3M | +3.6% | +30.7% | -27.0% | -0.5% |
| 6M | +8.1% | +23.9% | -15.8% | +4.4% |
| YTD | +8.9% | +48.3% | -39.4% | +2.0% |
| 1Y | +20.3% | +60.2% | -39.9% | +11.4% |
| 3Y | +46.2% | +189.2% | -143.0% | +20.5% |
| 5Y | +59.9% | +50.4% | +9.5% | +46.5% |
| All | +336.4% | +101.4% | +235.1% | +275.2% |
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 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