+56.9%
HAS vs SM
+5.6%
+51.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +2.3% | +26.3% | -24.0% | +0.3% |
| 3M | +10.4% | +8.7% | +1.7% | +9.2% |
| 6M | -3.2% | +51.7% | -54.9% | -7.4% |
| YTD | +15.4% | +99.0% | -83.6% | +7.7% |
| 1Y | +18.8% | +34.6% | -15.8% | +14.4% |
| 3Y | +43.9% | -7.8% | +51.7% | +41.0% |
| 5Y | +13.9% | +104.8% | -90.9% | +3.6% |
| All | +56.9% | +5.6% | +51.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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