+592.9%
HASI vs SPY
+510.2%
+82.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -0.3% | +2.6% | -2.9% | -3.0% |
| 30D | +7.1% | -2.0% | +9.1% | +9.2% |
| 3M | -7.3% | -2.8% | -4.5% | -4.6% |
| 6M | -2.3% | +2.1% | -4.5% | -4.7% |
| YTD | +27.8% | +11.5% | +16.3% | +13.4% |
| 1Y | +23.3% | +13.5% | +9.9% | +7.3% |
| 3Y | +130.4% | +77.7% | +52.7% | +20.3% |
| 5Y | -21.3% | +72.6% | -93.9% | -56.6% |
| 10Y | +219.6% | +308.2% | -88.6% | -17.0% |
| All | +592.9% | +510.2% | +82.7% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling