+345.7%
WM vs HAS
+102.4%
+243.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.4% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +16.1% | +31.3% | -15.3% | +11.4% |
| 3M | +8.0% | +32.1% | -24.1% | +3.6% |
| 6M | +8.4% | +28.1% | -19.7% | +4.1% |
| YTD | +11.2% | +49.1% | -37.9% | +4.1% |
| 1Y | +22.3% | +60.5% | -38.2% | +13.2% |
| 3Y | +50.2% | +183.9% | -133.6% | +24.3% |
| 5Y | +63.3% | +51.2% | +12.1% | +49.4% |
| All | +345.7% | +102.4% | +243.3% | +282.9% |
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