+2,036.7%
HAS vs SPYG
+533.7%
+1,502.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | +1.6% | +4.2% | -2.6% | -1.1% |
| 30D | +26.6% | -7.4% | +34.0% | +32.8% |
| 3M | +29.0% | -5.3% | +34.3% | +33.1% |
| 6M | +30.6% | -1.2% | +31.8% | +30.2% |
| YTD | +51.5% | +9.0% | +42.5% | +41.1% |
| 1Y | +58.5% | +8.8% | +49.7% | +47.5% |
| 3Y | +214.1% | +92.8% | +121.3% | +96.2% |
| 5Y | +50.2% | +69.3% | -19.1% | +1.3% |
| 10Y | +100.0% | +398.4% | -298.4% | -33.6% |
| All | +2,036.7% | +533.7% | +1,502.9% | +435.9% |
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