-64.8%
SPCH vs HAS
+41.3%
-106.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.5% | +17.4% | +16.9% |
| 7D | -3.0% | -0.2% | -2.9% | -2.8% |
| 30D | -39.8% | +31.0% | -70.9% | -40.9% |
| 3M | +16.8% | +30.7% | -13.8% | +11.5% |
| All | -64.8% | +41.3% | -106.1% | -68.7% |
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 · Available span rolling