+365.1%
SE vs HAS
+68.2%
+297.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -5.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.1% |
| 30D | -21.7% | +31.3% | -53.0% | -31.0% |
| 3M | -34.2% | +32.1% | -66.3% | -42.2% |
| 6M | -10.5% | +28.1% | -38.6% | -21.0% |
| YTD | -40.7% | +49.1% | -89.8% | -51.4% |
| 1Y | -52.1% | +60.5% | -112.6% | -62.1% |
| 3Y | +68.9% | +183.9% | -115.0% | -3.1% |
| 5Y | -78.9% | +51.2% | -130.1% | -83.3% |
| All | +365.1% | +68.2% | +297.0% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling