-13.6%
SOUN vs HAS
+17.7%
-31.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -4.4% | -4.8% | +0.4% | -2.0% |
| 30D | -13.1% | -5.1% | -8.0% | -10.9% |
| 3M | -7.7% | +6.4% | -14.1% | -11.0% |
| 6M | -21.2% | -5.6% | -15.5% | -19.5% |
| YTD | -35.0% | +11.0% | -46.0% | -39.7% |
| 1Y | -56.4% | +16.8% | -73.1% | -60.6% |
| 3Y | +181.7% | +44.0% | +137.7% | +122.3% |
| All | -13.6% | +17.7% | -31.3% | +23.1% |
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 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