+13,805.6%
ECL vs HAS
+4,652.9%
+9,152.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +8.1% | +31.0% | -22.9% | +1.2% |
| 3M | +6.4% | +30.7% | -24.3% | -0.4% |
| 6M | +14.8% | +23.9% | -9.1% | +8.4% |
| YTD | +15.5% | +48.3% | -32.9% | +4.3% |
| 1Y | +20.1% | +60.2% | -40.1% | +6.5% |
| 3Y | +77.8% | +189.2% | -111.5% | +34.0% |
| 5Y | +37.9% | +50.4% | -12.6% | +19.8% |
| 10Y | +202.7% | +104.2% | +98.5% | +134.2% |
| All | +13,805.6% | +4,652.9% | +9,152.7% | +4,944.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling