+2,207.4%
ED vs HAS
+3,598.5%
-1,391.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -0.1% | +2.3% | -2.4% | -0.4% |
| 3M | +3.9% | +10.4% | -6.4% | +2.7% |
| 6M | -3.0% | -3.2% | +0.2% | -3.0% |
| YTD | +10.7% | +15.4% | -4.7% | +8.5% |
| 1Y | +13.3% | +18.8% | -5.5% | +10.7% |
| 3Y | +34.5% | +43.9% | -9.4% | +26.9% |
| 5Y | +67.1% | +13.9% | +53.2% | +60.3% |
| 10Y | +103.0% | +56.4% | +46.6% | +81.9% |
| All | +2,207.4% | +3,598.5% | -1,391.1% | +1,216.1% |
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