+25.9%
HAS vs SITM
+4,608.4%
-4,582.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.1% | -1.2% |
| 7D | -1.8% | +9.7% | -11.5% | -2.8% |
| 30D | +2.3% | +12.7% | -10.4% | +0.2% |
| 3M | +10.4% | -13.4% | +23.8% | +10.6% |
| 6M | -3.2% | +59.6% | -62.9% | -11.0% |
| YTD | +15.4% | +73.3% | -57.9% | +4.5% |
| 1Y | +18.8% | +165.5% | -146.7% | +1.0% |
| 3Y | +43.9% | +368.7% | -324.8% | +8.4% |
| 5Y | +13.9% | +172.5% | -158.6% | -14.7% |
| All | +25.9% | +4,608.4% | -4,582.5% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling