+2,233.8%
SAP vs HAS
+1,275.2%
+958.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | +9.0% | +2.3% | +6.7% | +8.3% |
| 3M | +14.9% | +10.4% | +4.6% | +11.4% |
| 6M | +11.9% | -3.2% | +15.1% | +12.0% |
| YTD | -9.9% | +15.4% | -25.3% | -14.6% |
| 1Y | -19.5% | +18.8% | -38.3% | -24.5% |
| 3Y | +61.8% | +43.9% | +17.9% | +39.3% |
| 5Y | +56.2% | +13.9% | +42.3% | +41.3% |
| 10Y | +180.6% | +56.4% | +124.2% | +117.5% |
| All | +2,233.8% | +1,275.2% | +958.5% | +850.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling