+56.0%
HAS vs SPXS
-99.5%
+155.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.0% |
| 7D | -4.8% | +1.2% | -6.1% | -4.4% |
| 30D | -5.1% | +5.2% | -10.3% | -3.5% |
| 3M | +6.4% | -9.2% | +15.5% | +3.8% |
| 6M | -5.6% | -29.6% | +23.9% | -14.5% |
| YTD | +11.0% | -27.6% | +38.6% | +1.9% |
| 1Y | +16.8% | -36.7% | +53.5% | +3.5% |
| 3Y | +44.0% | -79.8% | +123.9% | -2.7% |
| 5Y | +11.0% | -85.9% | +96.9% | -22.9% |
| 10Y | +56.0% | -99.5% | +155.6% | -47.9% |
| All | +56.0% | -99.5% | +155.5% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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