+355.0%
SE vs HAS
+74.5%
+280.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -4.4% |
| 7D | -7.7% | +2.0% | -9.7% | -8.5% |
| 30D | -22.8% | +30.9% | -53.8% | -31.9% |
| 3M | -43.7% | +28.8% | -72.5% | -50.1% |
| 6M | -12.8% | +32.3% | -45.2% | -24.1% |
| YTD | -42.0% | +54.7% | -96.7% | -53.2% |
| 1Y | -48.0% | +63.2% | -111.2% | -59.2% |
| 3Y | +62.7% | +220.7% | -158.0% | -11.9% |
| 5Y | -77.8% | +53.3% | -131.1% | -82.6% |
| All | +355.0% | +74.5% | +280.6% | +209.6% |
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 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