+185.4%
SW vs HAS
+102.4%
+83.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +5.0% | +31.3% | -26.3% | -1.1% |
| 3M | -7.3% | +32.1% | -39.4% | -12.9% |
| 6M | +15.0% | +28.1% | -13.2% | +8.5% |
| YTD | +18.5% | +49.1% | -30.6% | +8.4% |
| 1Y | +27.1% | +60.5% | -33.4% | +14.7% |
| 3Y | +49.3% | +183.9% | -134.6% | +21.7% |
| 5Y | -1.6% | +51.2% | -52.9% | -13.4% |
| All | +185.4% | +102.4% | +83.0% | +132.4% |
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