-68.1%
SE vs HAS
+13.4%
-81.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -6.1% | -1.8% | -4.3% | -5.1% |
| 30D | -2.5% | +2.3% | -4.7% | -3.5% |
| 3M | +21.7% | +10.4% | +11.4% | +14.6% |
| 6M | +27.0% | -3.2% | +30.2% | +27.6% |
| YTD | -12.1% | +15.4% | -27.5% | -20.7% |
| 1Y | -40.9% | +18.8% | -59.7% | -47.9% |
| 3Y | +191.0% | +43.9% | +147.1% | +123.2% |
| All | -68.1% | +13.4% | -81.5% | -64.0% |
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 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