+291.1%
ETR vs HAS
+53.3%
+237.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.0% |
| 30D | +1.9% | -2.7% | +4.6% | +2.3% |
| 3M | +1.0% | +8.9% | -7.9% | -0.9% |
| 6M | +4.8% | -2.9% | +7.8% | +4.8% |
| YTD | +19.5% | +12.6% | +6.9% | +15.8% |
| 1Y | +28.1% | +17.5% | +10.6% | +22.9% |
| 3Y | +151.1% | +46.2% | +104.9% | +125.7% |
| 5Y | +125.2% | +12.6% | +112.6% | +111.0% |
| 10Y | +291.1% | +55.7% | +235.5% | +218.0% |
| All | +291.1% | +53.3% | +237.9% | +218.0% |
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