+48.6%
HAS vs SM
-11.5%
+60.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.2% | -25.9% | +25.8% | +3.3% |
| 30D | +31.0% | -15.1% | +46.2% | +33.2% |
| 3M | +30.7% | +4.9% | +25.8% | +28.7% |
| 6M | +23.9% | +6.1% | +17.8% | +20.8% |
| YTD | +48.3% | +63.4% | -15.1% | +32.8% |
| 1Y | +60.2% | +72.5% | -12.2% | +41.8% |
| 3Y | +189.2% | -16.9% | +206.1% | +179.2% |
| All | +48.6% | -11.5% | +60.1% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling