+181.7%
EQX vs HAS
+100.0%
+81.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -10.5% | +1.4% | -11.9% | -10.7% |
| 30D | +0.2% | +26.3% | -26.1% | -3.6% |
| 3M | -7.9% | +25.6% | -33.5% | -11.4% |
| 6M | -28.6% | +30.3% | -58.9% | -31.9% |
| YTD | -26.3% | +50.4% | -76.6% | -31.1% |
| 1Y | -20.2% | +57.7% | -78.0% | -26.0% |
| 3Y | +131.1% | +213.4% | -82.3% | +91.9% |
| 5Y | +21.7% | +49.1% | -27.4% | +9.4% |
| All | +181.7% | +100.0% | +81.7% | +218.5% |
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