+1,268.8%
HAS vs SM
+1,608.3%
-339.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | +10.4% | +8.7% | +1.7% | +9.0% |
| 6M | -3.2% | +51.7% | -54.9% | -8.1% |
| YTD | +15.4% | +99.0% | -83.6% | +6.5% |
| 1Y | +18.8% | +34.6% | -15.8% | +13.6% |
| 3Y | +43.9% | -7.8% | +51.7% | +40.8% |
| 5Y | +13.9% | +104.8% | -90.9% | +0.8% |
| 10Y | +56.4% | +7.2% | +49.2% | +19.5% |
| All | +1,268.8% | +1,608.3% | -339.6% | +631.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling