+144.4%
EFA vs HAS
+54.3%
+90.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.5% | -4.8% | +4.4% | +0.7% |
| 30D | -1.3% | -5.1% | +3.8% | -0.1% |
| 3M | +5.2% | +6.4% | -1.2% | +3.4% |
| 6M | +9.4% | -5.6% | +15.0% | +10.2% |
| YTD | +12.7% | +11.0% | +1.8% | +9.0% |
| 1Y | +19.3% | +16.8% | +2.5% | +13.7% |
| 3Y | +66.3% | +44.0% | +22.3% | +47.2% |
| 5Y | +53.4% | +11.0% | +42.4% | +43.0% |
| 10Y | +144.4% | +56.0% | +88.4% | +103.1% |
| All | +144.4% | +54.3% | +90.2% | +103.1% |
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 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