+36.1%
EMB vs HAS
+102.4%
-66.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.5% | +3.3% | -2.8% | +0.2% |
| 30D | +0.9% | +30.5% | -29.7% | -1.6% |
| 3M | -2.1% | +29.9% | -32.0% | -4.5% |
| 6M | -2.2% | +26.5% | -28.8% | -4.5% |
| YTD | -0.6% | +51.9% | -52.5% | -4.8% |
| 1Y | +0.2% | +60.9% | -60.7% | -4.6% |
| 3Y | +29.5% | +215.0% | -185.5% | +14.3% |
| 5Y | +8.0% | +51.5% | -43.5% | +1.5% |
| All | +36.1% | +102.4% | -66.2% | +20.9% |
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 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