+21.0%
HAS vs SITM
+4,437.5%
-4,416.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -4.8% | +3.7% | -8.5% | -5.3% |
| 30D | -5.1% | -14.5% | +9.4% | -3.7% |
| 3M | +6.4% | -10.6% | +16.9% | +6.3% |
| 6M | -5.6% | +65.5% | -71.2% | -13.5% |
| YTD | +11.0% | +67.0% | -56.0% | +0.9% |
| 1Y | +16.8% | +138.6% | -121.8% | +0.6% |
| 3Y | +44.0% | +421.8% | -377.8% | +7.1% |
| 5Y | +11.0% | +172.4% | -161.4% | -16.8% |
| All | +21.0% | +4,437.5% | -4,416.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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