+505.4%
SPMO vs HAS
+140.2%
+365.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.3% |
| 7D | +1.8% | +2.0% | -0.2% | +1.4% |
| 30D | -10.0% | +30.9% | -40.9% | -15.6% |
| 3M | -9.4% | +28.8% | -38.1% | -14.8% |
| 6M | -7.7% | +32.3% | -40.0% | -14.2% |
| YTD | +13.3% | +54.7% | -41.4% | +1.0% |
| 1Y | +12.7% | +63.2% | -50.5% | -0.9% |
| 3Y | +127.5% | +220.7% | -93.2% | +66.0% |
| 5Y | +119.7% | +53.3% | +66.3% | +89.9% |
| 10Y | +469.5% | +104.2% | +365.2% | +335.1% |
| All | +505.4% | +140.2% | +365.2% | +364.6% |
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