+439.5%
SN vs HAS
+108.6%
+330.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +7.2% | -0.2% | +7.3% | +7.3% |
| 30D | +20.4% | +31.0% | -10.6% | +5.0% |
| 3M | +23.9% | +30.7% | -6.8% | +8.0% |
| 6M | +93.0% | +23.9% | +69.1% | +71.3% |
| YTD | +99.2% | +48.3% | +50.9% | +58.4% |
| 1Y | +142.6% | +60.2% | +82.4% | +84.7% |
| 3Y | +398.8% | +189.2% | +209.6% | +201.0% |
| All | +439.5% | +108.6% | +330.8% | +243.4% |
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