+125.6%
EMB vs HAS
+730.7%
-605.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -2.7% | +30.7% | -33.4% | -4.8% |
| 6M | -2.8% | +23.9% | -26.7% | -4.6% |
| YTD | -1.1% | +48.3% | -49.4% | -4.4% |
| 1Y | 0.0% | +60.2% | -60.2% | -4.0% |
| 3Y | +28.8% | +189.2% | -160.4% | +17.2% |
| 5Y | +6.0% | +50.4% | -44.5% | +0.6% |
| 10Y | +29.1% | +104.2% | -75.1% | +17.4% |
| All | +125.6% | +730.7% | -605.2% | +90.6% |
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