+186.8%
SO vs HAS
+106.1%
+80.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -1.1% | +2.2% | -3.3% | -1.5% |
| 30D | +8.6% | +29.6% | -21.0% | +3.8% |
| 3M | +1.8% | +30.3% | -28.5% | -2.8% |
| 6M | +3.6% | +25.6% | -22.0% | -0.7% |
| YTD | +9.9% | +50.8% | -40.9% | +1.6% |
| 1Y | +5.7% | +63.0% | -57.3% | -3.7% |
| 3Y | +52.5% | +211.6% | -159.1% | +19.9% |
| 5Y | +77.3% | +50.4% | +26.9% | +59.3% |
| 10Y | +186.8% | +101.9% | +84.9% | +125.6% |
| All | +186.8% | +106.1% | +80.7% | +125.6% |
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