+196.8%
ECL vs HAS
+101.4%
+95.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +8.1% | +31.0% | -22.9% | -0.4% |
| 3M | +6.4% | +30.7% | -24.3% | -2.0% |
| 6M | +14.8% | +23.9% | -9.1% | +6.9% |
| YTD | +15.5% | +48.3% | -32.9% | +1.6% |
| 1Y | +20.1% | +60.2% | -40.1% | +3.2% |
| 3Y | +77.8% | +189.2% | -111.5% | +23.2% |
| 5Y | +37.9% | +50.4% | -12.6% | +16.3% |
| All | +196.8% | +101.4% | +95.4% | +120.1% |
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