+1,659.0%
HAS vs SM
+1,302.7%
+356.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.2% | -25.9% | +25.8% | +2.5% |
| 30D | +31.0% | -15.1% | +46.2% | +32.7% |
| 3M | +30.7% | +4.9% | +25.8% | +29.4% |
| 6M | +23.9% | +6.1% | +17.8% | +22.0% |
| YTD | +48.3% | +63.4% | -15.1% | +39.0% |
| 1Y | +60.2% | +72.5% | -12.2% | +49.2% |
| 3Y | +189.2% | -16.9% | +206.1% | +184.8% |
| 5Y | +50.4% | -10.6% | +61.1% | +43.6% |
| 10Y | +104.2% | +11.3% | +92.9% | +54.9% |
| All | +1,659.0% | +1,302.7% | +356.3% | +853.6% |
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