+23.1%
ECL vs HAS
+66.3%
-43.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.6% |
| 7D | +7.7% | +2.4% | +5.3% | +7.1% |
| 30D | +13.7% | +31.6% | -17.9% | +5.7% |
| 3M | +11.6% | +33.9% | -22.3% | +3.2% |
| 6M | +23.9% | +31.4% | -7.5% | +14.9% |
| YTD | +21.0% | +51.6% | -30.7% | +4.7% |
| 1Y | +23.1% | +65.2% | -42.1% | +0.8% |
| All | +23.1% | +66.3% | -43.2% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling