+50.2%
HAS vs SFM
+112.8%
-62.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | +26.6% | -19.2% | +45.8% | +28.6% |
| 3M | +29.0% | -40.3% | +69.3% | +34.7% |
| 6M | +30.6% | -40.9% | +71.4% | +36.2% |
| YTD | +51.5% | -35.5% | +87.0% | +56.1% |
| 1Y | +58.5% | -37.4% | +95.9% | +63.8% |
| 3Y | +214.1% | +25.5% | +188.6% | +193.4% |
| 5Y | +50.2% | +113.0% | -62.8% | +31.2% |
| All | +50.2% | +112.8% | -62.5% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling