+60.5%
HAS vs SNY
+64.5%
-4.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.1% | -3.3% | +2.3% | -0.1% |
| 30D | -2.8% | -2.2% | -0.7% | -2.2% |
| 3M | +10.1% | -3.0% | +13.1% | +11.0% |
| 6M | -1.4% | +2.7% | -4.1% | -2.3% |
| YTD | +14.2% | -6.8% | +21.0% | +16.3% |
| 1Y | +18.2% | -5.3% | +23.5% | +19.5% |
| 3Y | +48.6% | -9.8% | +58.4% | +50.0% |
| 5Y | +14.2% | +9.7% | +4.5% | +4.8% |
| All | +60.5% | +64.5% | -4.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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