+214.8%
SAP vs HAS
+101.4%
+113.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +11.1% | +31.0% | -19.9% | +3.0% |
| 3M | +17.0% | +30.7% | -13.6% | +8.5% |
| 6M | +34.8% | +23.9% | +10.9% | +26.3% |
| YTD | -2.2% | +48.3% | -50.5% | -13.6% |
| 1Y | -6.4% | +60.2% | -66.7% | -19.2% |
| 3Y | +75.1% | +189.2% | -114.1% | +23.6% |
| 5Y | +69.8% | +50.4% | +19.4% | +43.8% |
| All | +214.8% | +101.4% | +113.5% | +137.0% |
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