+76.7%
SPY vs HAS
+215.8%
-139.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -0.6% | +3.3% | -3.9% | -1.2% |
| 30D | -3.7% | +30.5% | -34.2% | -8.7% |
| 3M | -2.7% | +29.9% | -32.6% | -7.8% |
| 6M | +2.2% | +26.5% | -24.4% | -2.8% |
| YTD | +10.8% | +51.9% | -41.1% | +0.6% |
| 1Y | +11.2% | +60.9% | -49.7% | -0.4% |
| All | +76.7% | +215.8% | -139.1% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling