+146.4%
ED vs HAS
+97.5%
+48.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +10.4% | +26.3% | -15.9% | +7.7% |
| 3M | +12.5% | +25.6% | -13.0% | +9.8% |
| 6M | +14.9% | +30.3% | -15.3% | +11.5% |
| YTD | +24.8% | +50.4% | -25.5% | +19.0% |
| 1Y | +23.8% | +57.7% | -33.9% | +17.4% |
| 3Y | +51.6% | +213.4% | -161.7% | +30.4% |
| 5Y | +86.4% | +49.1% | +37.3% | +74.5% |
| All | +146.4% | +97.5% | +48.8% | +113.5% |
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