+100.5%
HAS vs SPY
+312.9%
-212.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -0.2% | -2.7% | +2.6% | +2.4% |
| 30D | +31.0% | -5.4% | +36.4% | +38.0% |
| 3M | +30.7% | -4.1% | +34.8% | +35.7% |
| 6M | +23.9% | +0.7% | +23.2% | +22.3% |
| YTD | +48.3% | +8.7% | +39.6% | +35.9% |
| 1Y | +60.2% | +10.9% | +49.3% | +44.0% |
| 3Y | +189.2% | +75.0% | +114.2% | +66.1% |
| 5Y | +50.4% | +67.8% | -17.4% | -10.2% |
| All | +100.5% | +312.9% | -212.4% | -50.4% |
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