+28.7%
EMB vs HAS
+101.4%
-72.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +1.3% | +31.0% | -29.7% | -1.2% |
| 3M | -2.2% | +30.7% | -32.9% | -4.7% |
| 6M | -2.3% | +23.9% | -26.3% | -4.5% |
| YTD | -0.6% | +48.3% | -48.9% | -4.6% |
| 1Y | +0.5% | +60.2% | -59.7% | -4.3% |
| 3Y | +29.4% | +189.2% | -159.8% | +15.2% |
| 5Y | +6.5% | +50.4% | -43.9% | +0.2% |
| All | +28.7% | +101.4% | -72.6% | +14.8% |
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