+6,438.2%
EW vs HAS
+1,027.5%
+5,410.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +1.0% | +2.3% | -1.2% | +0.5% |
| 3M | +2.8% | +10.4% | -7.6% | +0.2% |
| 6M | +5.5% | -3.2% | +8.7% | +5.5% |
| YTD | +5.5% | +15.4% | -10.0% | +1.1% |
| 1Y | +11.0% | +18.8% | -7.8% | +5.7% |
| 3Y | +17.7% | +43.9% | -26.2% | +4.5% |
| 5Y | -25.7% | +13.9% | -39.6% | -31.3% |
| 10Y | +132.8% | +56.4% | +76.4% | +91.4% |
| All | +6,438.2% | +1,027.5% | +5,410.7% | +3,666.0% |
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 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