+134.3%
ED vs HAS
+106.1%
+28.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -0.1% | +2.2% | -2.2% | -0.3% |
| 30D | +11.6% | +29.6% | -18.0% | +8.6% |
| 3M | +10.5% | +30.3% | -19.7% | +7.4% |
| 6M | +13.2% | +25.6% | -12.4% | +10.3% |
| YTD | +22.1% | +50.8% | -28.7% | +16.4% |
| 1Y | +24.2% | +63.0% | -38.9% | +17.3% |
| 3Y | +46.9% | +211.6% | -164.7% | +26.5% |
| 5Y | +80.8% | +50.4% | +30.4% | +69.1% |
| 10Y | +134.3% | +101.9% | +32.4% | +102.0% |
| All | +134.3% | +106.1% | +28.2% | +102.0% |
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