+242.9%
EW vs HAS
+102.4%
+140.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +9.3% | +3.3% | +6.0% | +8.4% |
| 30D | +22.1% | +30.5% | -8.5% | +13.8% |
| 3M | +13.0% | +29.9% | -16.9% | +5.4% |
| 6M | +30.1% | +26.5% | +3.5% | +21.5% |
| YTD | +22.0% | +51.9% | -29.9% | +7.9% |
| 1Y | +23.7% | +60.9% | -37.2% | +7.7% |
| 3Y | +62.0% | +215.0% | -153.0% | +12.5% |
| 5Y | -12.4% | +51.5% | -63.9% | -25.5% |
| All | +242.9% | +102.4% | +140.5% | +159.4% |
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