+81.2%
EQX vs HAS
+12.1%
+69.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.4% |
| 7D | -7.0% | -3.1% | -4.0% | -6.3% |
| 30D | +4.8% | -6.4% | +11.2% | +6.6% |
| 3M | +25.6% | +10.4% | +15.3% | +22.2% |
| 6M | -25.8% | -3.7% | -22.2% | -25.6% |
| YTD | -12.7% | +12.5% | -25.2% | -15.4% |
| 1Y | +14.1% | +19.8% | -5.8% | +8.8% |
| 3Y | +165.7% | +46.0% | +119.8% | +136.5% |
| 5Y | +81.2% | +12.5% | +68.7% | +79.8% |
| All | +81.2% | +12.1% | +69.1% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling