+39.9%
ELV vs HAS
+66.3%
-26.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.9% | +4.4% |
| 7D | +4.8% | +2.4% | +2.3% | +4.4% |
| 30D | +10.1% | +31.6% | -21.6% | +5.5% |
| 3M | +15.4% | +33.9% | -18.5% | +10.1% |
| 6M | +17.7% | +31.4% | -13.7% | +13.1% |
| YTD | +25.7% | +51.6% | -26.0% | +11.6% |
| 1Y | +39.9% | +65.2% | -25.3% | +21.4% |
| All | +39.9% | +66.3% | -26.5% | +21.4% |
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