+5,976.4%
SO vs HAS
+3,598.5%
+2,377.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | -4.6% | +2.3% | -6.8% | -4.8% |
| 3M | -3.0% | +10.4% | -13.4% | -4.3% |
| 6M | -8.3% | -3.2% | -5.0% | -8.2% |
| YTD | +3.5% | +15.4% | -11.9% | +1.4% |
| 1Y | -0.9% | +18.8% | -19.7% | -3.5% |
| 3Y | +45.4% | +43.9% | +1.4% | +36.7% |
| 5Y | +59.6% | +13.9% | +45.7% | +52.7% |
| 10Y | +156.6% | +56.4% | +100.2% | +130.1% |
| All | +5,976.4% | +3,598.5% | +2,377.9% | +3,585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling