+125.6%
EEM vs HAS
+53.3%
+72.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +3.1% | -3.1% | +6.2% | +3.8% |
| 30D | +4.9% | -2.7% | +7.6% | +5.5% |
| 3M | +5.2% | +8.9% | -3.7% | +2.8% |
| 6M | +20.7% | -2.9% | +23.6% | +20.7% |
| YTD | +26.5% | +12.6% | +13.8% | +21.9% |
| 1Y | +37.8% | +17.5% | +20.4% | +31.3% |
| 3Y | +91.0% | +46.2% | +44.8% | +68.9% |
| 5Y | +47.0% | +12.6% | +34.5% | +36.8% |
| 10Y | +125.6% | +55.7% | +69.9% | +88.0% |
| All | +125.6% | +53.3% | +72.3% | +88.0% |
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