+48.4%
ELF vs HAS
+63.0%
-14.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +6.3% | +3.3% | +3.0% | +5.2% |
| 30D | +8.5% | +30.5% | -22.0% | -1.1% |
| 3M | +24.4% | +29.9% | -5.5% | +13.6% |
| 6M | +94.7% | +26.5% | +68.2% | +78.9% |
| YTD | +55.9% | +51.9% | +3.9% | +32.1% |
| 1Y | +48.4% | +60.9% | -12.5% | +20.5% |
| All | +48.4% | +63.0% | -14.6% | +20.5% |
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