+77.7%
SPY vs HAS
+212.5%
-134.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -2.0% | +26.3% | -28.3% | -6.4% |
| 3M | -2.8% | +25.6% | -28.4% | -7.2% |
| 6M | +2.1% | +30.3% | -28.1% | -3.5% |
| YTD | +11.5% | +50.4% | -38.9% | +1.4% |
| 1Y | +13.5% | +57.7% | -44.3% | +2.0% |
| 3Y | +77.7% | +213.4% | -135.7% | +38.4% |
| All | +77.7% | +212.5% | -134.8% | +38.4% |
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