-45.9%
SMR vs HAS
+50.9%
-96.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.3% |
| 7D | +1.7% | +2.2% | -0.5% | +0.8% |
| 30D | -24.4% | +29.6% | -54.0% | -33.0% |
| 3M | -44.6% | +30.3% | -74.9% | -51.2% |
| 6M | -56.7% | +25.6% | -82.3% | -61.6% |
| YTD | -61.6% | +50.8% | -112.4% | -68.8% |
| 1Y | -82.1% | +63.0% | -145.1% | -86.0% |
| 3Y | +161.5% | +211.6% | -50.0% | +49.4% |
| All | -45.9% | +50.9% | -96.9% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling