+2,956.9%
SPY vs HAS
+1,607.1%
+1,349.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -5.4% | +31.0% | -36.4% | -11.9% |
| 3M | -4.1% | +30.7% | -34.8% | -10.8% |
| 6M | +0.7% | +23.9% | -23.2% | -5.5% |
| YTD | +8.7% | +48.3% | -39.6% | -3.1% |
| 1Y | +10.9% | +60.2% | -49.3% | -3.2% |
| 3Y | +75.0% | +189.2% | -114.2% | +28.1% |
| 5Y | +67.8% | +50.4% | +17.4% | +43.1% |
| 10Y | +312.9% | +104.2% | +208.7% | +206.9% |
| All | +2,956.9% | +1,607.1% | +1,349.8% | +1,197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling