+193.5%
ECL vs HAS
+102.6%
+90.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +0.4% | +3.3% | -2.8% | -0.5% |
| 30D | +8.6% | +30.5% | -22.0% | +0.2% |
| 3M | +7.9% | +29.9% | -22.0% | -0.4% |
| 6M | +21.0% | +26.5% | -5.5% | +12.0% |
| YTD | +17.5% | +51.9% | -34.4% | +2.6% |
| 1Y | +19.7% | +60.9% | -41.3% | +2.7% |
| 3Y | +77.4% | +215.0% | -137.6% | +19.7% |
| 5Y | +38.7% | +51.5% | -12.8% | +16.8% |
| 10Y | +193.5% | +102.2% | +91.3% | +115.8% |
| All | +193.5% | +102.6% | +90.9% | +115.8% |
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 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