-78.0%
SE vs HAS
+48.2%
-126.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.5% | +1.4% | -1.9% | -1.3% |
| 30D | -20.9% | +26.3% | -47.2% | -31.1% |
| 3M | -38.9% | +25.6% | -64.5% | -46.6% |
| 6M | -19.4% | +30.3% | -49.7% | -31.7% |
| YTD | -40.9% | +50.4% | -91.3% | -54.4% |
| 1Y | -46.2% | +57.7% | -103.9% | -59.9% |
| 3Y | +63.7% | +213.4% | -149.7% | -33.8% |
| All | -78.0% | +48.2% | -126.3% | -78.2% |
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