+312.6%
SPYM vs HAS
+99.1%
+213.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | -2.6% | +26.6% | -29.3% | -8.7% |
| 3M | -1.7% | +29.0% | -30.7% | -8.4% |
| 6M | +3.1% | +30.6% | -27.5% | -4.7% |
| YTD | +12.0% | +51.5% | -39.5% | -1.2% |
| 1Y | +12.1% | +58.5% | -46.4% | -2.5% |
| 3Y | +78.5% | +214.1% | -135.6% | +24.6% |
| 5Y | +73.8% | +50.2% | +23.6% | +47.9% |
| All | +312.6% | +99.1% | +213.6% | +210.4% |
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 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