-85.6%
SMR vs HAS
+66.3%
-151.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.5% | -5.4% |
| 7D | -9.5% | +2.4% | -12.0% | -10.2% |
| 30D | -33.2% | +31.6% | -64.8% | -39.2% |
| 3M | -45.9% | +33.9% | -79.8% | -51.2% |
| 6M | -57.9% | +31.4% | -89.3% | -62.4% |
| YTD | -63.8% | +51.6% | -115.4% | -70.8% |
| 1Y | -85.6% | +65.2% | -150.8% | -88.4% |
| All | -85.6% | +66.3% | -151.9% | -88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling