+2,542.8%
ELV vs HAS
+1,299.7%
+1,243.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +5.3% | +31.0% | -25.8% | -1.6% |
| 3M | +9.2% | +30.7% | -21.4% | +2.1% |
| 6M | +14.5% | +23.9% | -9.4% | +8.0% |
| YTD | +23.2% | +48.3% | -25.1% | +10.6% |
| 1Y | +38.0% | +60.2% | -22.2% | +21.6% |
| 3Y | -1.5% | +189.2% | -190.8% | -27.8% |
| 5Y | +8.5% | +50.4% | -41.9% | -7.6% |
| 10Y | +309.5% | +104.2% | +205.3% | +197.0% |
| All | +2,542.8% | +1,299.7% | +1,243.1% | +912.6% |
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