+238.8%
EQX vs HAS
+51.9%
+187.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -3.2% | -1.1% | -2.1% | -3.0% |
| 30D | +7.8% | -2.8% | +10.6% | +8.2% |
| 3M | +21.3% | +10.1% | +11.2% | +19.3% |
| 6M | -22.4% | -1.4% | -21.1% | -22.5% |
| YTD | -11.3% | +14.2% | -25.5% | -13.2% |
| 1Y | +13.5% | +18.2% | -4.7% | +10.4% |
| 3Y | +162.1% | +48.6% | +113.5% | +142.4% |
| 5Y | +84.2% | +14.2% | +70.0% | +73.4% |
| All | +238.8% | +51.9% | +187.0% | +301.1% |
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 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