-78.2%
SE vs HAS
+49.5%
-127.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.8% |
| 7D | -1.5% | +1.6% | -3.1% | -2.4% |
| 30D | -22.3% | +26.6% | -48.9% | -32.3% |
| 3M | -41.8% | +29.0% | -70.8% | -50.0% |
| 6M | -22.4% | +30.6% | -53.0% | -34.3% |
| YTD | -41.6% | +51.5% | -93.1% | -55.1% |
| 1Y | -48.0% | +58.5% | -106.5% | -61.3% |
| 3Y | +63.9% | +214.1% | -150.3% | -33.6% |
| 5Y | -78.2% | +50.2% | -128.4% | -78.5% |
| All | -78.2% | +49.5% | -127.7% | -78.5% |
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