+366.9%
ETR vs HAS
+106.1%
+260.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +1.7% | +2.2% | -0.4% | +1.4% |
| 30D | +8.7% | +29.6% | -20.8% | +3.6% |
| 3M | +4.9% | +30.3% | -25.3% | -0.2% |
| 6M | +0.8% | +25.6% | -24.8% | -3.8% |
| YTD | +23.1% | +50.8% | -27.7% | +12.9% |
| 1Y | +17.9% | +63.0% | -45.1% | +6.4% |
| 3Y | +154.5% | +211.6% | -57.1% | +96.0% |
| 5Y | +160.3% | +50.4% | +109.9% | +131.5% |
| 10Y | +366.9% | +101.9% | +265.1% | +260.2% |
| All | +366.9% | +106.1% | +260.9% | +260.2% |
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