+285.8%
HAS vs SFM
+40.3%
+245.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.1% |
| 7D | -0.2% | -1.2% | +1.1% | -0.1% |
| 30D | +31.0% | -24.8% | +55.8% | +34.0% |
| 3M | +30.7% | -43.7% | +74.4% | +37.1% |
| 6M | +23.9% | -37.3% | +61.2% | +28.4% |
| YTD | +48.3% | -38.4% | +86.7% | +53.3% |
| 1Y | +60.2% | -36.9% | +97.1% | +65.2% |
| 3Y | +189.2% | +20.7% | +168.5% | +176.1% |
| 5Y | +50.4% | +103.5% | -53.1% | +34.9% |
| 10Y | +104.2% | +139.7% | -35.6% | +76.3% |
| All | +285.8% | +40.3% | +245.5% | +257.7% |
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