+502.6%
EWT vs HAS
+59.3%
+443.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.8% |
| 7D | -1.1% | -3.1% | +2.0% | -0.4% |
| 30D | +4.8% | -6.4% | +11.2% | +6.3% |
| 3M | +11.1% | +10.4% | +0.8% | +8.3% |
| 6M | +54.6% | -3.7% | +58.3% | +54.8% |
| YTD | +71.4% | +12.5% | +59.0% | +65.3% |
| 1Y | +82.1% | +19.8% | +62.3% | +72.8% |
| 3Y | +193.2% | +46.0% | +147.3% | +160.6% |
| 5Y | +146.1% | +12.5% | +133.6% | +128.9% |
| All | +502.6% | +59.3% | +443.3% | +400.1% |
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