+103.1%
SPG vs HAS
+13.4%
+89.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -6.8% | +2.3% | -9.1% | -7.6% |
| 3M | +2.7% | +10.4% | -7.7% | -0.9% |
| 6M | +5.5% | -3.2% | +8.7% | +5.7% |
| YTD | +15.7% | +15.4% | +0.3% | +8.7% |
| 1Y | +20.9% | +18.8% | +2.1% | +12.1% |
| 3Y | +112.4% | +43.9% | +68.4% | +80.9% |
| All | +103.1% | +13.4% | +89.7% | +104.2% |
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