+314.5%
ELF vs HAS
+110.3%
+204.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +6.9% | +31.3% | -24.5% | -4.0% |
| 3M | +27.2% | +32.1% | -4.9% | +13.9% |
| 6M | +84.9% | +28.1% | +56.7% | +67.1% |
| YTD | +44.5% | +49.1% | -4.6% | +22.2% |
| 1Y | -6.8% | +60.5% | -67.3% | -23.3% |
| 3Y | +14.2% | +183.9% | -169.6% | -24.3% |
| 5Y | +250.6% | +51.2% | +199.4% | +185.4% |
| 10Y | +318.0% | +105.3% | +212.7% | +190.6% |
| All | +314.5% | +110.3% | +204.2% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling