+200.2%
HAS vs SFM
+132.6%
+67.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +2.3% | -4.4% | +6.6% | +2.6% |
| 3M | +10.4% | +1.5% | +8.8% | +9.9% |
| 6M | -3.2% | +6.5% | -9.7% | -4.4% |
| YTD | +15.4% | +2.2% | +13.2% | +14.4% |
| 1Y | +18.8% | -41.9% | +60.7% | +24.2% |
| 3Y | +43.9% | +106.8% | -62.8% | +31.3% |
| 5Y | +13.9% | +231.6% | -217.7% | -2.0% |
| 10Y | +56.4% | +258.4% | -202.0% | +30.7% |
| All | +200.2% | +132.6% | +67.6% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling