+828.4%
SPYM vs HAS
+783.3%
+45.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | +0.1% | +2.3% | -2.2% | -0.7% |
| 3M | +2.0% | +10.4% | -8.3% | -1.3% |
| 6M | +13.1% | -3.2% | +16.3% | +13.1% |
| YTD | +13.6% | +15.4% | -1.8% | +7.5% |
| 1Y | +20.1% | +18.8% | +1.3% | +12.4% |
| 3Y | +77.6% | +43.9% | +33.6% | +52.4% |
| 5Y | +82.5% | +13.9% | +68.7% | +65.4% |
| 10Y | +317.6% | +56.4% | +261.2% | +215.1% |
| All | +828.4% | +783.3% | +45.1% | +302.4% |
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 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