+116.5%
SPG vs HAS
+106.1%
+10.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.3% |
| 7D | +5.1% | +2.2% | +2.9% | +4.2% |
| 30D | +16.8% | +29.6% | -12.7% | +5.1% |
| 3M | +5.7% | +30.3% | -24.6% | -5.4% |
| 6M | +17.8% | +25.6% | -7.8% | +6.3% |
| YTD | +30.1% | +50.8% | -20.7% | +7.7% |
| 1Y | +32.8% | +63.0% | -30.2% | +6.2% |
| 3Y | +137.2% | +211.6% | -74.4% | +38.2% |
| 5Y | +81.5% | +50.4% | +31.1% | +43.5% |
| 10Y | +116.5% | +101.9% | +14.6% | +39.4% |
| All | +116.5% | +106.1% | +10.4% | +39.4% |
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