-53.7%
SMR vs HAS
+50.5%
-104.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.0% |
| 7D | -8.3% | +1.4% | -9.6% | -8.7% |
| 30D | -20.1% | +26.3% | -46.4% | -28.2% |
| 3M | -52.7% | +25.6% | -78.3% | -57.6% |
| 6M | -61.0% | +30.3% | -91.3% | -66.0% |
| YTD | -67.1% | +50.4% | -117.5% | -73.2% |
| 1Y | -79.9% | +57.7% | -137.6% | -84.0% |
| 3Y | +101.7% | +213.4% | -111.6% | +15.2% |
| All | -53.7% | +50.5% | -104.1% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling