-19.5%
ELF vs HAS
+44.2%
-63.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +5.4% | -1.8% | +7.2% | +6.3% |
| 30D | +27.0% | +2.3% | +24.7% | +25.6% |
| 3M | +113.2% | +10.4% | +102.8% | +102.5% |
| 6M | +36.6% | -3.2% | +39.8% | +37.6% |
| YTD | +44.2% | +15.4% | +28.8% | +31.9% |
| 1Y | -18.0% | +18.8% | -36.8% | -26.2% |
| All | -19.5% | +44.2% | -63.7% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling