+2,419.4%
ELV vs HAS
+989.2%
+1,430.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | +3.3% | -1.8% | +5.1% | +3.8% |
| 30D | +4.2% | +2.3% | +1.9% | +3.5% |
| 3M | -0.1% | +10.4% | -10.4% | -2.8% |
| 6M | +41.3% | -3.2% | +44.5% | +41.4% |
| YTD | +17.4% | +15.4% | +2.0% | +12.3% |
| 1Y | +35.1% | +18.8% | +16.3% | +28.1% |
| 3Y | -3.2% | +43.9% | -47.2% | -15.2% |
| 5Y | +15.6% | +13.9% | +1.7% | +5.5% |
| 10Y | +276.8% | +56.4% | +220.4% | +191.7% |
| All | +2,419.4% | +989.2% | +1,430.2% | +927.9% |
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