+41.0%
EFX vs HAS
+54.3%
-13.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -9.4% | -4.8% | -4.5% | -8.0% |
| 30D | -6.9% | -5.1% | -1.7% | -5.4% |
| 3M | +0.1% | +6.4% | -6.3% | -2.0% |
| 6M | -17.3% | -5.6% | -11.7% | -16.5% |
| YTD | -21.8% | +11.0% | -32.8% | -25.2% |
| 1Y | -32.5% | +16.8% | -49.3% | -36.5% |
| 3Y | -12.3% | +44.0% | -56.4% | -24.6% |
| 5Y | -36.6% | +11.0% | -47.6% | -42.2% |
| 10Y | +41.0% | +56.0% | -15.0% | +16.9% |
| All | +41.0% | +54.3% | -13.2% | +16.9% |
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