+12.6%
HAS vs SITM
+168.3%
-155.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | -3.1% | +8.4% | -11.5% | -4.1% |
| 30D | -2.7% | -17.4% | +14.7% | -0.7% |
| 3M | +8.9% | -9.8% | +18.7% | +8.7% |
| 6M | -2.9% | +83.0% | -85.9% | -13.4% |
| YTD | +12.6% | +69.6% | -56.9% | +0.7% |
| 1Y | +17.5% | +144.9% | -127.4% | -1.6% |
| 3Y | +46.2% | +429.9% | -383.7% | +2.5% |
| 5Y | +12.6% | +169.2% | -156.6% | -22.8% |
| All | +12.6% | +168.3% | -155.7% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling