+301.7%
ELF vs HAS
+97.5%
+204.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.2% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +9.1% | +26.3% | -17.2% | -0.6% |
| 3M | +28.2% | +25.6% | +2.6% | +17.0% |
| 6M | +119.5% | +30.3% | +89.3% | +96.8% |
| YTD | +55.2% | +50.4% | +4.8% | +30.7% |
| 1Y | +58.6% | +57.7% | +0.9% | +31.1% |
| 3Y | +21.3% | +213.4% | -192.1% | -22.5% |
| 5Y | +276.2% | +49.1% | +227.1% | +207.4% |
| All | +301.7% | +97.5% | +204.2% | +183.2% |
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