+131.7%
EMB vs HAS
+546.4%
-414.7%
-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% | +0.1% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -0.3% | +2.3% | -2.6% | -0.5% |
| 3M | -0.4% | +10.4% | -10.8% | -1.3% |
| 6M | +0.1% | -3.2% | +3.4% | +0.2% |
| YTD | +1.6% | +15.4% | -13.8% | +0.2% |
| 1Y | +5.6% | +18.8% | -13.2% | +3.8% |
| 3Y | +29.8% | +43.9% | -14.1% | +24.7% |
| 5Y | +7.3% | +13.9% | -6.6% | +4.1% |
| 10Y | +30.4% | +56.4% | -26.0% | +21.0% |
| All | +131.7% | +546.4% | -414.7% | +99.7% |
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