+197.7%
ECL vs HAS
+106.1%
+91.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | -0.5% | +2.2% | -2.7% | -1.1% |
| 30D | +8.8% | +29.6% | -20.7% | +0.6% |
| 3M | +7.8% | +30.3% | -22.4% | -0.5% |
| 6M | +21.3% | +25.6% | -4.3% | +12.5% |
| YTD | +17.8% | +50.8% | -33.0% | +3.1% |
| 1Y | +21.1% | +63.0% | -41.9% | +3.5% |
| 3Y | +80.1% | +211.6% | -131.5% | +21.9% |
| 5Y | +40.5% | +50.4% | -9.9% | +18.6% |
| 10Y | +197.7% | +101.9% | +95.9% | +119.3% |
| All | +197.7% | +106.1% | +91.7% | +119.3% |
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