+77.2%
SAP vs HAS
+52.6%
+24.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.8% |
| 7D | +4.0% | 0.0% | +4.1% | +4.1% |
| 30D | +15.7% | +31.3% | -15.6% | +8.7% |
| 3M | +23.4% | +32.1% | -8.7% | +15.7% |
| 6M | +41.3% | +28.1% | +13.1% | +32.9% |
| YTD | +2.0% | +49.1% | -47.1% | -8.0% |
| 1Y | -5.1% | +60.5% | -65.6% | -16.0% |
| 3Y | +82.1% | +183.9% | -101.7% | +36.3% |
| 5Y | +77.2% | +51.2% | +25.9% | +58.8% |
| All | +77.2% | +52.6% | +24.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling