+92.6%
HAS vs SPY
+307.0%
-214.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +1.4% | +2.6% | -1.2% | -1.1% |
| 30D | +26.3% | -2.0% | +28.3% | +28.5% |
| 3M | +25.6% | -2.8% | +28.4% | +28.7% |
| 6M | +30.3% | +2.1% | +28.1% | +26.8% |
| YTD | +50.4% | +11.5% | +38.9% | +34.5% |
| 1Y | +57.7% | +13.5% | +44.3% | +38.7% |
| 3Y | +213.4% | +77.7% | +135.7% | +77.4% |
| 5Y | +49.1% | +72.6% | -23.5% | -13.4% |
| All | +92.6% | +307.0% | -214.4% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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