+102.2%
HAS vs SPXS
-99.5%
+201.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +1.1% |
| 7D | +3.3% | +0.4% | +2.8% | +3.8% |
| 30D | +30.5% | +10.8% | +19.7% | +35.6% |
| 3M | +29.9% | +9.6% | +20.2% | +34.7% |
| 6M | +26.5% | -4.7% | +31.3% | +26.2% |
| YTD | +51.9% | -24.6% | +76.5% | +42.3% |
| 1Y | +60.9% | -24.6% | +85.5% | +51.2% |
| 3Y | +215.0% | -79.8% | +294.7% | +112.5% |
| 5Y | +51.5% | -83.3% | +134.8% | +11.1% |
| 10Y | +102.2% | -99.5% | +201.7% | -35.1% |
| All | +102.2% | -99.5% | +201.7% | -35.1% |
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