+141.3%
ED vs HAS
+102.6%
+38.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +2.1% | +3.3% | -1.1% | +1.8% |
| 30D | +12.4% | +30.5% | -18.1% | +9.3% |
| 3M | +13.1% | +29.9% | -16.8% | +10.0% |
| 6M | +14.1% | +26.5% | -12.5% | +11.0% |
| YTD | +23.1% | +51.9% | -28.9% | +17.2% |
| 1Y | +25.4% | +60.9% | -35.5% | +18.7% |
| 3Y | +47.9% | +215.0% | -167.1% | +27.2% |
| 5Y | +81.9% | +51.5% | +30.4% | +70.0% |
| 10Y | +141.3% | +102.2% | +39.0% | +108.2% |
| All | +141.3% | +102.6% | +38.7% | +108.2% |
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 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