-2.3%
SW vs HAS
+13.4%
-15.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.5% |
| 30D | -4.6% | +2.3% | -6.8% | -5.2% |
| 3M | +9.4% | +10.4% | -1.0% | +6.0% |
| 6M | +3.5% | -3.2% | +6.7% | +3.9% |
| YTD | +22.0% | +15.4% | +6.6% | +16.2% |
| 1Y | +2.2% | +18.8% | -16.6% | -3.5% |
| 3Y | +19.6% | +43.9% | -24.3% | +4.4% |
| All | -2.3% | +13.4% | -15.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling