See what your fund actually adds
Harbor Alpha Layering ETF HOLD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HOLD | Replication |
|---|---|---|
| Annualized growth | 18.9% | 22.9% |
| Annualized volatility | 12.6% | 8.6% |
| Sharpe ratio | 1.44 | 2.43 |
| Maximum drawdown | 7.8% | 4.3% |
| Replication fit (R²) | 0.55 · Tracking error 8.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model HOLD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHQ | Factor · Quality | 28.1% |
| WTMF | Alternatives · Mgt Futures | 24.3% |
| BCI | Alternatives · Commodities | 17.0% |
| IAU | Alternatives · Gold | 16.7% |
| VUG | Style · Growth | 13.9% |