+606.9%
HAS vs SPXS
-100.0%
+706.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.1% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +2.3% | +0.8% | +1.4% | +2.6% |
| 3M | +10.4% | -4.7% | +15.1% | +9.5% |
| 6M | -3.2% | -29.6% | +26.4% | -11.7% |
| YTD | +15.4% | -29.8% | +45.2% | +5.7% |
| 1Y | +18.8% | -38.9% | +57.7% | +5.1% |
| 3Y | +43.9% | -79.6% | +123.6% | +0.6% |
| 5Y | +13.9% | -85.9% | +99.8% | -18.4% |
| 10Y | +56.4% | -99.5% | +155.9% | -42.6% |
| All | +606.9% | -100.0% | +706.9% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling