+196.5%
ECL vs HAS
+106.0%
+90.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -2.3% | +2.0% | -4.3% | -2.8% |
| 30D | +8.3% | +30.9% | -22.6% | -0.2% |
| 3M | +8.4% | +28.8% | -20.3% | +0.4% |
| 6M | +23.3% | +32.3% | -9.1% | +12.6% |
| YTD | +18.2% | +54.7% | -36.5% | +2.7% |
| 1Y | +18.8% | +63.2% | -44.5% | +1.5% |
| 3Y | +78.5% | +220.7% | -142.2% | +19.8% |
| 5Y | +40.1% | +53.3% | -13.3% | +17.6% |
| 10Y | +196.5% | +104.2% | +92.3% | +116.9% |
| All | +196.5% | +106.0% | +90.5% | +116.9% |
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