+180.0%
HASI vs SPY
+312.5%
-132.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | -3.6% | -0.4% | -3.2% | -3.2% |
| 30D | -5.3% | -1.4% | -4.0% | -3.9% |
| 3M | +5.5% | +3.7% | +1.8% | +1.2% |
| 6M | +9.2% | +13.0% | -3.8% | -5.0% |
| YTD | +24.9% | +12.4% | +12.6% | +9.4% |
| 1Y | +46.0% | +18.5% | +27.5% | +20.4% |
| 3Y | +87.2% | +77.6% | +9.6% | -5.0% |
| 5Y | -13.7% | +81.7% | -95.4% | -56.5% |
| 10Y | +180.0% | +319.7% | -139.6% | -33.3% |
| All | +180.0% | +312.5% | -132.5% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling