-31.4%
EFX vs HAS
+16.8%
-48.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.5% |
| 7D | -7.8% | -3.1% | -4.7% | -7.2% |
| 30D | -5.7% | -2.7% | -3.0% | -5.1% |
| 3M | +2.5% | +8.9% | -6.4% | +1.1% |
| 6M | -16.7% | -2.9% | -13.8% | -16.2% |
| YTD | -20.2% | +12.6% | -32.8% | -23.9% |
| 1Y | -31.4% | +17.5% | -48.9% | -34.7% |
| All | -31.4% | +16.8% | -48.2% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling