+80.7%
SAP vs HAS
+48.2%
+32.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +6.5% | +26.3% | -19.7% | +0.9% |
| 3M | +12.2% | +25.6% | -13.4% | +6.4% |
| 6M | +46.1% | +30.3% | +15.8% | +36.9% |
| YTD | -1.6% | +50.4% | -52.0% | -11.4% |
| 1Y | -5.1% | +57.7% | -62.8% | -15.6% |
| 3Y | +68.4% | +213.4% | -145.0% | +22.6% |
| All | +80.7% | +48.2% | +32.5% | +65.6% |
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