+338.9%
ELF vs HAS
+102.4%
+236.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +6.3% | +3.3% | +3.0% | +5.0% |
| 30D | +8.5% | +30.5% | -22.0% | -2.4% |
| 3M | +24.4% | +29.9% | -5.5% | +12.0% |
| 6M | +94.7% | +26.5% | +68.2% | +76.6% |
| YTD | +55.9% | +51.9% | +3.9% | +30.7% |
| 1Y | +48.4% | +60.9% | -12.5% | +21.6% |
| 3Y | +24.6% | +215.0% | -190.4% | -20.8% |
| 5Y | +285.0% | +51.5% | +233.5% | +212.4% |
| All | +338.9% | +102.4% | +236.6% | +201.0% |
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