+485.8%
EWT vs HAS
+1,395.9%
-910.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | -3.7% | +3.3% | -6.9% | -4.5% |
| 30D | -17.2% | +30.5% | -47.7% | -23.4% |
| 3M | -7.3% | +29.9% | -37.2% | -14.3% |
| 6M | -1.5% | +26.5% | -28.0% | -8.7% |
| YTD | +49.0% | +51.9% | -2.9% | +30.5% |
| 1Y | +50.6% | +60.9% | -10.3% | +29.6% |
| 3Y | +148.9% | +215.0% | -66.1% | +72.3% |
| 5Y | +116.1% | +51.5% | +64.6% | +80.6% |
| 10Y | +427.8% | +102.2% | +325.6% | +270.4% |
| All | +485.8% | +1,395.9% | -910.1% | +107.1% |
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 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