+98.3%
ENB vs HAS
+106.1%
-7.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -3.7% | +2.2% | -5.8% | -4.1% |
| 30D | +1.7% | +29.6% | -27.9% | -3.5% |
| 3M | -6.3% | +30.3% | -36.6% | -11.3% |
| 6M | -9.2% | +25.6% | -34.8% | -13.7% |
| YTD | +3.1% | +50.8% | -47.7% | -6.2% |
| 1Y | +3.4% | +63.0% | -59.6% | -7.6% |
| 3Y | +68.9% | +211.6% | -142.6% | +26.5% |
| 5Y | +51.7% | +50.4% | +1.3% | +33.5% |
| 10Y | +98.3% | +101.9% | -3.5% | +54.9% |
| All | +98.3% | +106.1% | -7.7% | +54.9% |
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