+202.3%
ECL vs HAS
+97.5%
+104.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +2.9% | +1.4% | +1.5% | +2.4% |
| 30D | +7.5% | +26.3% | -18.8% | +0.1% |
| 3M | +12.2% | +25.6% | -13.4% | +4.6% |
| 6M | +24.6% | +30.3% | -5.7% | +14.3% |
| YTD | +18.8% | +50.4% | -31.6% | +4.0% |
| 1Y | +19.3% | +57.7% | -38.4% | +3.0% |
| 3Y | +78.2% | +213.4% | -135.2% | +20.3% |
| 5Y | +38.8% | +49.1% | -10.3% | +17.4% |
| All | +202.3% | +97.5% | +104.7% | +124.0% |
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