+544.6%
ETN vs HAS
+97.5%
+447.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | -13.4% | +26.3% | -39.7% | -20.3% |
| 3M | -21.9% | +25.6% | -47.5% | -28.1% |
| 6M | -12.8% | +30.3% | -43.0% | -21.4% |
| YTD | +12.1% | +50.4% | -38.3% | -4.5% |
| 1Y | +0.8% | +57.7% | -56.9% | -15.5% |
| 3Y | +64.5% | +213.4% | -148.9% | +4.4% |
| 5Y | +121.7% | +49.1% | +72.7% | +81.5% |
| All | +544.6% | +97.5% | +447.1% | +354.7% |
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