+1,223.5%
HAS vs SPY
+3,091.8%
-1,868.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +10.4% | +2.0% | +8.4% | +8.5% |
| 6M | -3.2% | +13.0% | -16.2% | -12.5% |
| YTD | +15.4% | +13.5% | +1.9% | +4.0% |
| 1Y | +18.8% | +20.0% | -1.2% | +2.5% |
| 3Y | +43.9% | +77.2% | -33.3% | -8.8% |
| 5Y | +13.9% | +81.9% | -68.0% | -29.2% |
| 10Y | +56.4% | +314.1% | -257.6% | -47.5% |
| All | +1,223.5% | +3,091.8% | -1,868.3% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling