+189.2%
HAS vs SFM
+18.5%
+170.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.2% |
| 7D | -0.2% | -1.2% | +1.1% | -0.1% |
| 30D | +31.0% | -24.8% | +55.8% | +33.4% |
| 3M | +30.7% | -43.7% | +74.4% | +36.1% |
| 6M | +23.9% | -37.3% | +61.2% | +27.7% |
| YTD | +48.3% | -38.4% | +86.7% | +52.8% |
| 1Y | +60.2% | -36.9% | +97.1% | +64.5% |
| 3Y | +189.2% | +20.7% | +168.5% | +159.5% |
| All | +189.2% | +18.5% | +170.7% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling