+6,877.4%
EFX vs HAS
+4,733.2%
+2,144.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -2.2% | +2.2% | -4.3% | -2.7% |
| 30D | +29.2% | +29.6% | -0.4% | +21.6% |
| 3M | +3.5% | +30.3% | -26.8% | -2.8% |
| 6M | +7.8% | +25.6% | -17.8% | +1.7% |
| YTD | -12.4% | +50.8% | -63.2% | -21.1% |
| 1Y | -8.2% | +63.0% | -71.3% | -18.9% |
| 3Y | +4.7% | +211.6% | -206.9% | -21.3% |
| 5Y | -32.0% | +50.4% | -82.4% | -40.5% |
| 10Y | +69.1% | +101.9% | -32.8% | +32.5% |
| All | +6,877.4% | +4,733.2% | +2,144.2% | +2,808.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling