+50.2%
HAS vs SPY
+74.0%
-23.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.7% |
| 7D | +1.6% | +3.3% | -1.7% | -1.3% |
| 30D | +26.6% | -2.7% | +29.3% | +29.6% |
| 3M | +29.0% | -1.7% | +30.7% | +30.8% |
| 6M | +30.6% | +3.1% | +27.5% | +26.2% |
| YTD | +51.5% | +11.9% | +39.6% | +35.5% |
| 1Y | +58.5% | +12.0% | +46.5% | +41.6% |
| 3Y | +214.1% | +78.2% | +135.9% | +80.8% |
| 5Y | +50.2% | +73.2% | -23.0% | -13.7% |
| All | +50.2% | +74.0% | -23.8% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling