+102.2%
HAS vs SPY
+304.1%
-201.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.7% |
| 30D | +30.5% | -3.7% | +34.2% | +35.1% |
| 3M | +29.9% | -2.7% | +32.6% | +33.1% |
| 6M | +26.5% | +2.2% | +24.4% | +23.1% |
| YTD | +51.9% | +10.8% | +41.1% | +36.6% |
| 1Y | +60.9% | +11.2% | +49.7% | +44.2% |
| 3Y | +215.0% | +76.5% | +138.5% | +79.5% |
| 5Y | +51.5% | +72.9% | -21.4% | -12.2% |
| 10Y | +102.2% | +304.8% | -202.6% | -50.6% |
| All | +102.2% | +304.1% | -201.9% | -50.6% |
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