+311.3%
EMR vs HAS
+101.4%
+210.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +2.0% | +31.0% | -29.1% | -7.8% |
| 3M | +3.8% | +30.7% | -26.8% | -6.1% |
| 6M | +10.5% | +23.9% | -13.4% | +1.3% |
| YTD | +23.7% | +48.3% | -24.6% | +6.1% |
| 1Y | +25.4% | +60.2% | -34.8% | +4.6% |
| 3Y | +86.6% | +189.2% | -102.7% | +23.2% |
| 5Y | +83.0% | +50.4% | +32.6% | +49.6% |
| All | +311.3% | +101.4% | +210.0% | +193.6% |
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 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