+675.9%
ETN vs HAS
+59.3%
+616.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | +3.0% | -3.1% | +6.1% | +4.1% |
| 30D | -10.9% | -6.4% | -4.5% | -9.0% |
| 3M | +9.2% | +10.4% | -1.1% | +4.9% |
| 6M | +13.9% | -3.7% | +17.6% | +14.0% |
| YTD | +29.5% | +12.5% | +17.1% | +22.4% |
| 1Y | +14.2% | +19.8% | -5.6% | +5.3% |
| 3Y | +79.9% | +46.0% | +33.9% | +50.1% |
| 5Y | +175.7% | +12.5% | +163.2% | +149.0% |
| All | +675.9% | +59.3% | +616.6% | +504.1% |
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