+594.0%
HASI vs SPY
+512.4%
+81.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -2.1% | +3.3% | -5.4% | -5.4% |
| 30D | +5.3% | -2.7% | +7.9% | +8.2% |
| 3M | -6.0% | -1.7% | -4.2% | -4.3% |
| 6M | -3.0% | +3.1% | -6.0% | -6.3% |
| YTD | +28.0% | +11.9% | +16.1% | +13.1% |
| 1Y | +20.1% | +12.0% | +8.1% | +6.0% |
| 3Y | +138.7% | +78.2% | +60.6% | +24.3% |
| 5Y | -21.2% | +73.2% | -94.4% | -56.7% |
| 10Y | +220.1% | +309.6% | -89.6% | -17.2% |
| All | +594.0% | +512.4% | +81.6% | +54.1% |
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