+55.8%
SMR vs HAS
+181.4%
-125.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.5% | +16.8% | +16.5% |
| 7D | -9.6% | -0.2% | -9.5% | -9.5% |
| 30D | -33.8% | +31.0% | -64.8% | -43.7% |
| 3M | -46.4% | +30.7% | -77.0% | -54.6% |
| 6M | -62.4% | +23.9% | -86.3% | -67.6% |
| YTD | -64.1% | +48.3% | -112.5% | -72.6% |
| 1Y | -84.3% | +60.2% | -144.6% | -88.7% |
| 3Y | +55.8% | +189.2% | -133.4% | -55.2% |
| All | +55.8% | +181.4% | -125.6% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling