+127.4%
ED vs HAS
+101.4%
+26.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +13.3% | +31.0% | -17.7% | +10.1% |
| 3M | +9.7% | +30.7% | -20.9% | +6.6% |
| 6M | +12.8% | +23.9% | -11.1% | +10.0% |
| YTD | +22.3% | +48.3% | -26.0% | +16.8% |
| 1Y | +26.3% | +60.2% | -33.9% | +19.5% |
| 3Y | +45.0% | +189.2% | -144.2% | +26.0% |
| 5Y | +80.2% | +50.4% | +29.8% | +68.4% |
| All | +127.4% | +101.4% | +26.1% | +96.5% |
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