+268.4%
ELV vs HAS
+102.6%
+165.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | +3.8% | +3.3% | +0.6% | +3.2% |
| 30D | +4.1% | +30.5% | -26.4% | -1.6% |
| 3M | +8.5% | +29.9% | -21.4% | +2.6% |
| 6M | +14.6% | +26.5% | -11.9% | +8.6% |
| YTD | +24.4% | +51.9% | -27.6% | +12.9% |
| 1Y | +44.2% | +60.9% | -16.7% | +29.4% |
| 3Y | -1.4% | +215.0% | -216.4% | -26.3% |
| 5Y | +8.8% | +51.5% | -42.7% | -3.6% |
| 10Y | +268.4% | +102.2% | +166.1% | +179.0% |
| All | +268.4% | +102.6% | +165.8% | +179.0% |
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