+224.0%
SAP vs HAS
+102.6%
+121.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | +1.5% | +3.3% | -1.8% | +0.6% |
| 30D | +8.8% | +30.5% | -21.7% | +1.0% |
| 3M | +12.1% | +29.9% | -17.8% | +4.0% |
| 6M | +34.6% | +26.5% | +8.0% | +25.3% |
| YTD | -2.1% | +51.9% | -54.0% | -14.1% |
| 1Y | -5.5% | +60.9% | -66.5% | -18.5% |
| 3Y | +67.4% | +215.0% | -147.5% | +15.2% |
| 5Y | +74.6% | +51.5% | +23.1% | +47.6% |
| 10Y | +224.0% | +102.2% | +121.8% | +142.5% |
| All | +224.0% | +102.6% | +121.4% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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