+157.9%
EQX vs HAS
+45.4%
+112.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.3% |
| 7D | -7.0% | -3.1% | -4.0% | -6.4% |
| 30D | +4.8% | -6.4% | +11.2% | +6.3% |
| 3M | +25.6% | +10.4% | +15.3% | +22.7% |
| 6M | -25.8% | -3.7% | -22.2% | -25.7% |
| YTD | -12.7% | +12.5% | -25.2% | -14.6% |
| 1Y | +14.1% | +19.8% | -5.8% | +10.4% |
| All | +157.9% | +45.4% | +112.5% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling