+189.2%
HAS vs SM
-20.0%
+209.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.2% | -25.9% | +25.8% | +2.7% |
| 30D | +31.0% | -15.1% | +46.2% | +32.7% |
| 3M | +30.7% | +4.9% | +25.8% | +28.7% |
| 6M | +23.9% | +6.1% | +17.8% | +20.7% |
| YTD | +48.3% | +63.4% | -15.1% | +30.5% |
| 1Y | +60.2% | +72.5% | -12.2% | +38.8% |
| 3Y | +189.2% | -16.9% | +206.1% | +170.3% |
| All | +189.2% | -20.0% | +209.2% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling