+77.0%
SO vs HAS
+50.4%
+26.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +8.1% | +31.0% | -23.0% | +5.1% |
| 3M | +0.2% | +30.7% | -30.4% | -2.5% |
| 6M | +0.4% | +23.9% | -23.5% | -1.9% |
| YTD | +8.5% | +48.3% | -39.8% | +3.7% |
| 1Y | +4.9% | +60.2% | -55.3% | -0.5% |
| 3Y | +47.9% | +189.2% | -141.3% | +28.2% |
| All | +77.0% | +50.4% | +26.6% | +64.2% |
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