+341.4%
ELF vs HAS
+101.4%
+240.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.3% | +5.9% |
| 7D | +4.0% | -0.2% | +4.1% | +4.0% |
| 30D | +10.6% | +31.0% | -20.5% | -0.7% |
| 3M | +25.8% | +30.7% | -4.8% | +13.0% |
| 6M | +89.1% | +23.9% | +65.2% | +72.9% |
| YTD | +52.7% | +48.3% | +4.4% | +29.2% |
| 1Y | +51.7% | +60.2% | -8.5% | +24.6% |
| 3Y | +14.2% | +189.2% | -175.0% | -25.2% |
| 5Y | +270.7% | +50.4% | +220.3% | +201.8% |
| All | +341.4% | +101.4% | +240.1% | +195.8% |
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