+109.6%
EEM vs HAS
+106.1%
+3.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.5% |
| 7D | -0.1% | +2.2% | -2.3% | -0.6% |
| 30D | -8.6% | +29.6% | -38.2% | -14.1% |
| 3M | -7.0% | +30.3% | -37.3% | -12.8% |
| 6M | -9.7% | +25.6% | -35.3% | -15.0% |
| YTD | +12.1% | +50.8% | -38.7% | +0.8% |
| 1Y | +14.1% | +63.0% | -48.9% | +0.6% |
| 3Y | +72.1% | +211.6% | -139.4% | +27.0% |
| 5Y | +34.1% | +50.4% | -16.3% | +16.6% |
| 10Y | +109.6% | +101.9% | +7.7% | +59.8% |
| All | +109.6% | +106.1% | +3.5% | +59.8% |
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