+104.2%
HAS vs SPXS
-99.5%
+203.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +0.6% |
| 7D | +2.0% | +1.5% | +0.5% | +2.9% |
| 30D | +30.9% | +6.3% | +24.6% | +34.3% |
| 3M | +28.8% | +4.2% | +24.5% | +31.5% |
| 6M | +32.3% | -7.9% | +40.2% | +30.6% |
| YTD | +54.7% | -27.5% | +82.2% | +43.1% |
| 1Y | +63.2% | -27.0% | +90.3% | +51.8% |
| 3Y | +220.7% | -80.5% | +301.2% | +113.7% |
| 5Y | +53.3% | -84.0% | +137.3% | +11.1% |
| 10Y | +104.2% | -99.5% | +203.7% | -36.0% |
| All | +104.2% | -99.5% | +203.7% | -36.0% |
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