+101.9%
HAS vs SFM
+146.8%
-44.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +2.2% | -10.2% | +12.4% | +3.1% |
| 30D | +29.6% | -23.9% | +53.5% | +32.1% |
| 3M | +30.3% | -42.3% | +72.5% | +36.0% |
| 6M | +25.6% | -40.1% | +65.8% | +30.4% |
| YTD | +50.8% | -37.8% | +88.6% | +55.5% |
| 1Y | +63.0% | -37.1% | +100.1% | +67.8% |
| 3Y | +211.6% | +21.5% | +190.0% | +198.8% |
| 5Y | +50.4% | +103.8% | -53.4% | +36.7% |
| 10Y | +101.9% | +142.0% | -40.1% | +83.6% |
| All | +101.9% | +146.8% | -44.9% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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