+7,232.4%
EW vs HAS
+1,356.6%
+5,875.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.8% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | +16.6% | +31.3% | -14.7% | +9.5% |
| 3M | +13.3% | +32.1% | -18.8% | +6.2% |
| 6M | +21.6% | +28.1% | -6.5% | +14.2% |
| YTD | +18.3% | +49.1% | -30.8% | +6.9% |
| 1Y | +21.7% | +60.5% | -38.8% | +8.1% |
| 3Y | +50.3% | +183.9% | -133.6% | +14.2% |
| 5Y | -15.0% | +51.2% | -66.2% | -26.3% |
| 10Y | +237.5% | +105.3% | +132.2% | +160.7% |
| All | +7,232.4% | +1,356.6% | +5,875.7% | +3,880.6% |
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