+50.4%
HAS vs SPYG
+67.2%
-16.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.1% |
| 7D | +2.2% | 0.0% | +2.2% | +2.0% |
| 30D | +29.6% | -8.4% | +38.0% | +36.3% |
| 3M | +30.3% | -6.2% | +36.5% | +34.9% |
| 6M | +25.6% | -1.8% | +27.4% | +25.6% |
| YTD | +50.8% | +8.4% | +42.4% | +41.0% |
| 1Y | +63.0% | +10.1% | +53.0% | +50.7% |
| 3Y | +211.6% | +94.9% | +116.6% | +90.5% |
| 5Y | +50.4% | +68.5% | -18.1% | -4.5% |
| All | +50.4% | +67.2% | -16.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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