-12.2%
HASI vs SPY
+81.8%
-94.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.3% |
| 7D | -0.4% | +0.5% | -0.9% | -1.0% |
| 30D | -3.2% | -0.9% | -2.3% | -2.2% |
| 3M | +6.6% | +3.9% | +2.7% | +1.8% |
| 6M | +12.3% | +14.5% | -2.2% | -4.3% |
| YTD | +28.1% | +12.9% | +15.2% | +11.0% |
| 1Y | +48.8% | +19.4% | +29.5% | +20.8% |
| 3Y | +92.0% | +78.5% | +13.5% | -10.6% |
| 5Y | -12.2% | +81.8% | -93.9% | -58.6% |
| All | -12.2% | +81.8% | -94.0% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling