-6.0%
SAP vs HAS
+58.8%
-64.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | -3.9% | +1.6% | -5.5% | -4.1% |
| 30D | +6.5% | +26.6% | -20.1% | +3.1% |
| 3M | +14.7% | +29.0% | -14.3% | +10.6% |
| 6M | +39.9% | +30.6% | +9.4% | +34.5% |
| YTD | -2.0% | +51.5% | -53.5% | -9.8% |
| 1Y | -6.0% | +58.5% | -64.5% | -14.7% |
| All | -6.0% | +58.8% | -64.8% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling