+305.6%
WM vs HAS
+56.4%
+249.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | -2.4% | +2.3% | -4.6% | -2.7% |
| 3M | +0.4% | +10.4% | -9.9% | -1.2% |
| 6M | -9.5% | -3.2% | -6.2% | -9.4% |
| YTD | +0.5% | +15.4% | -14.9% | -2.2% |
| 1Y | -1.1% | +18.8% | -19.9% | -4.3% |
| 3Y | +46.0% | +43.9% | +2.1% | +34.9% |
| 5Y | +51.8% | +13.9% | +37.9% | +45.0% |
| All | +305.6% | +56.4% | +249.2% | +255.7% |
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 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