+307.8%
SPY vs HAS
+97.5%
+210.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | -2.0% | +26.3% | -28.3% | -8.1% |
| 3M | -2.8% | +25.6% | -28.4% | -8.8% |
| 6M | +2.1% | +30.3% | -28.1% | -5.6% |
| YTD | +11.5% | +50.4% | -38.9% | -1.5% |
| 1Y | +13.5% | +57.7% | -44.3% | -1.1% |
| 3Y | +77.7% | +213.4% | -135.7% | +24.3% |
| 5Y | +72.6% | +49.1% | +23.5% | +47.1% |
| All | +307.8% | +97.5% | +210.3% | +208.2% |
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 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