+82.5%
SPY vs HAS
+13.4%
+69.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | +0.1% | +2.3% | -2.2% | -0.6% |
| 3M | +2.0% | +10.4% | -8.4% | -0.9% |
| 6M | +13.0% | -3.2% | +16.2% | +13.2% |
| YTD | +13.5% | +15.4% | -1.9% | +8.0% |
| 1Y | +20.0% | +18.8% | +1.2% | +13.0% |
| 3Y | +77.2% | +43.9% | +33.3% | +56.1% |
| All | +82.5% | +13.4% | +69.1% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling