+265.2%
SU vs HAS
+61.8%
+203.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.6% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +8.4% | -2.8% | +11.2% | +9.2% |
| 3M | +12.1% | +10.1% | +2.0% | +8.3% |
| 6M | +19.7% | -1.4% | +21.0% | +18.6% |
| YTD | +58.4% | +14.2% | +44.2% | +49.2% |
| 1Y | +67.2% | +18.2% | +49.0% | +55.4% |
| 3Y | +125.0% | +48.6% | +76.4% | +87.8% |
| 5Y | +355.1% | +14.2% | +340.8% | +307.9% |
| All | +265.2% | +61.8% | +203.4% | +179.3% |
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