+788.7%
SPYM vs HAS
+1,035.1%
-246.4%
-54.5%
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% | +0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -5.4% | +31.0% | -36.4% | -12.8% |
| 3M | -4.1% | +30.7% | -34.7% | -11.6% |
| 6M | +0.8% | +23.9% | -23.1% | -6.2% |
| YTD | +8.8% | +48.3% | -39.6% | -4.6% |
| 1Y | +11.0% | +60.2% | -49.2% | -5.0% |
| 3Y | +75.5% | +189.2% | -113.7% | +22.1% |
| 5Y | +68.4% | +50.4% | +18.0% | +40.4% |
| 10Y | +316.1% | +104.2% | +211.9% | +189.8% |
| All | +788.7% | +1,035.1% | -246.4% | +256.9% |
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