+64.4%
EEM vs HAS
+181.4%
-117.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -11.9% | +31.0% | -43.0% | -16.4% |
| 3M | -8.8% | +30.7% | -39.4% | -13.4% |
| 6M | -11.6% | +23.9% | -35.5% | -15.6% |
| YTD | +9.0% | +48.3% | -39.3% | 0.0% |
| 1Y | +10.6% | +60.2% | -49.7% | -0.2% |
| 3Y | +64.4% | +189.2% | -124.9% | +29.2% |
| All | +64.4% | +181.4% | -117.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling