+147.8%
SW vs HAS
+56.4%
+91.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.7% |
| 30D | -4.6% | +2.3% | -6.8% | -5.0% |
| 3M | +9.4% | +10.4% | -1.0% | +7.1% |
| 6M | +3.5% | -3.2% | +6.7% | +3.9% |
| YTD | +22.0% | +15.4% | +6.6% | +18.2% |
| 1Y | +2.2% | +18.8% | -16.6% | -1.5% |
| 3Y | +19.6% | +43.9% | -24.3% | +9.5% |
| 5Y | -2.3% | +13.9% | -16.2% | -8.6% |
| All | +147.8% | +56.4% | +91.4% | +113.0% |
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