-73.1%
SMR vs HAS
+20.3%
-93.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.4% | -1.8% | +6.2% | +5.4% |
| 30D | +3.4% | +2.3% | +1.1% | +2.4% |
| 3M | -19.2% | +10.4% | -29.5% | -23.7% |
| 6M | -22.6% | -3.2% | -19.4% | -23.0% |
| YTD | -31.5% | +15.4% | -47.0% | -37.8% |
| 1Y | -73.1% | +18.8% | -91.9% | -77.7% |
| All | -73.1% | +20.3% | -93.4% | -77.7% |
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