+153.5%
ECL vs HAS
+56.8%
+96.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -2.2% | +2.3% | -4.4% | -2.9% |
| 3M | +10.1% | +10.4% | -0.3% | +6.7% |
| 6M | -5.7% | -3.2% | -2.5% | -5.4% |
| YTD | +7.0% | +15.4% | -8.4% | +1.6% |
| 1Y | +2.7% | +18.8% | -16.1% | -3.5% |
| 3Y | +57.7% | +43.9% | +13.8% | +36.3% |
| 5Y | +31.1% | +13.9% | +17.2% | +20.3% |
| All | +153.5% | +56.8% | +96.7% | +106.6% |
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