+59.8%
SO vs HAS
+13.4%
+46.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -4.6% | +2.3% | -6.8% | -4.8% |
| 3M | -3.0% | +10.4% | -13.4% | -4.1% |
| 6M | -8.3% | -3.2% | -5.0% | -8.2% |
| YTD | +3.5% | +15.4% | -11.9% | +1.6% |
| 1Y | -0.9% | +18.8% | -19.7% | -3.2% |
| 3Y | +45.4% | +43.9% | +1.4% | +37.2% |
| All | +59.8% | +13.4% | +46.4% | +49.7% |
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