+222.9%
SAP vs HAS
+106.1%
+116.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +1.6% | +2.2% | -0.5% | +1.0% |
| 30D | +10.5% | +29.6% | -19.0% | +2.8% |
| 3M | +15.2% | +30.3% | -15.1% | +6.8% |
| 6M | +36.7% | +25.6% | +11.1% | +27.5% |
| YTD | -0.6% | +50.8% | -51.4% | -12.5% |
| 1Y | -4.1% | +63.0% | -67.1% | -17.6% |
| 3Y | +73.2% | +211.6% | -138.3% | +19.6% |
| 5Y | +74.1% | +50.4% | +23.7% | +47.6% |
| 10Y | +222.9% | +101.9% | +121.0% | +141.8% |
| All | +222.9% | +106.1% | +116.8% | +141.8% |
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