+102.2%
HAS vs SM
+4.2%
+98.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | +3.3% | -19.5% | +22.8% | +4.9% |
| 30D | +30.5% | -20.2% | +50.8% | +32.6% |
| 3M | +29.9% | -6.5% | +36.4% | +30.1% |
| 6M | +26.5% | +1.6% | +25.0% | +25.3% |
| YTD | +51.9% | +61.2% | -9.3% | +43.7% |
| 1Y | +60.9% | +65.4% | -4.4% | +51.7% |
| 3Y | +215.0% | -13.0% | +228.0% | +209.3% |
| 5Y | +51.5% | -4.3% | +55.8% | +45.3% |
| 10Y | +102.2% | +3.0% | +99.2% | +55.3% |
| All | +102.2% | +4.2% | +98.0% | +55.3% |
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