+594.1%
EWT vs HAS
+1,036.2%
-442.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +4.0% | -1.8% | +5.8% | +4.5% |
| 30D | +10.3% | +2.3% | +8.0% | +9.5% |
| 3M | +6.1% | +10.4% | -4.3% | +2.8% |
| 6M | +56.6% | -3.2% | +59.9% | +56.8% |
| YTD | +76.6% | +15.4% | +61.2% | +67.6% |
| 1Y | +97.9% | +18.8% | +79.1% | +86.0% |
| 3Y | +198.0% | +43.9% | +154.0% | +158.0% |
| 5Y | +151.8% | +13.9% | +137.9% | +128.7% |
| 10Y | +514.1% | +56.4% | +457.7% | +364.1% |
| All | +594.1% | +1,036.2% | -442.1% | +166.2% |
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