+7,328.4%
EW vs HAS
+1,349.0%
+5,979.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +11.0% | -0.2% | +11.2% | +11.0% |
| 30D | +19.1% | +31.0% | -12.0% | +11.9% |
| 3M | +14.4% | +30.7% | -16.3% | +7.5% |
| 6M | +22.8% | +23.9% | -1.1% | +16.2% |
| YTD | +19.8% | +48.3% | -28.5% | +8.4% |
| 1Y | +23.9% | +60.2% | -36.3% | +10.1% |
| 3Y | +52.2% | +189.2% | -137.0% | +15.1% |
| 5Y | -13.9% | +50.4% | -64.3% | -25.2% |
| 10Y | +241.9% | +104.2% | +137.7% | +164.4% |
| All | +7,328.4% | +1,349.0% | +5,979.4% | +3,937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling