+311.5%
SPY vs HAS
+53.3%
+258.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +0.5% | -3.1% | +3.6% | +1.4% |
| 30D | -0.9% | -2.7% | +1.8% | -0.3% |
| 3M | +3.9% | +8.9% | -5.0% | +1.2% |
| 6M | +14.5% | -2.9% | +17.4% | +14.5% |
| YTD | +12.9% | +12.6% | +0.3% | +8.1% |
| 1Y | +19.4% | +17.5% | +1.9% | +12.7% |
| 3Y | +78.5% | +46.2% | +32.3% | +54.6% |
| 5Y | +81.8% | +12.6% | +69.2% | +67.2% |
| 10Y | +311.5% | +55.7% | +255.8% | +238.5% |
| All | +311.5% | +53.3% | +258.2% | +238.5% |
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