+1,527.5%
HAS vs SPYG
+564.9%
+962.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -2.1% |
| 30D | +2.3% | -0.4% | +2.7% | +2.5% |
| 3M | +10.4% | +0.5% | +9.8% | +9.4% |
| 6M | -3.2% | +17.5% | -20.7% | -13.8% |
| YTD | +15.4% | +14.3% | +1.1% | +4.5% |
| 1Y | +18.8% | +21.7% | -2.9% | +3.0% |
| 3Y | +43.9% | +98.6% | -54.7% | -11.4% |
| 5Y | +13.9% | +85.1% | -71.2% | -27.3% |
| 10Y | +56.4% | +412.0% | -355.6% | -48.8% |
| All | +1,527.5% | +564.9% | +962.6% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling