+379.5%
SE vs HAS
+70.1%
+309.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.3% | +2.2% |
| 7D | +3.3% | +2.2% | +1.1% | +2.4% |
| 30D | -18.2% | +29.6% | -47.7% | -27.5% |
| 3M | -31.3% | +30.3% | -61.5% | -39.3% |
| 6M | -10.1% | +25.6% | -35.7% | -19.9% |
| YTD | -38.9% | +50.8% | -89.7% | -50.1% |
| 1Y | -48.0% | +63.0% | -111.0% | -59.1% |
| 3Y | +78.8% | +211.6% | -132.8% | -1.9% |
| 5Y | -77.1% | +50.4% | -127.5% | -81.9% |
| All | +379.5% | +70.1% | +309.3% | +229.9% |
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