+9.2%
EQX vs HAS
+66.3%
-57.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.1% | +9.7% | +11.8% |
| 7D | +7.6% | +2.4% | +5.2% | +6.9% |
| 30D | +0.4% | +31.6% | -31.2% | -8.3% |
| 3M | +18.0% | +33.9% | -15.9% | +7.1% |
| 6M | -18.4% | +31.4% | -49.8% | -26.3% |
| YTD | -19.3% | +51.6% | -71.0% | -27.6% |
| 1Y | +9.2% | +65.2% | -55.9% | -4.1% |
| All | +9.2% | +66.3% | -57.1% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling