+447.8%
SN vs HAS
+111.5%
+336.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | +1.5% | +1.4% | +0.2% | +0.9% |
| 30D | +21.5% | +26.3% | -4.8% | +8.0% |
| 3M | +20.0% | +25.6% | -5.6% | +6.8% |
| 6M | +119.9% | +30.3% | +89.7% | +89.9% |
| YTD | +102.3% | +50.4% | +52.0% | +59.7% |
| 1Y | +148.0% | +57.7% | +90.3% | +90.6% |
| 3Y | +450.0% | +213.4% | +236.6% | +224.8% |
| All | +447.8% | +111.5% | +336.3% | +246.3% |
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