+229.5%
EWY vs HAS
+97.5%
+132.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +4.2% | +1.4% | +2.8% | +3.9% |
| 30D | -10.7% | +26.3% | -37.0% | -16.4% |
| 3M | -20.1% | +25.6% | -45.7% | -25.1% |
| 6M | -24.3% | +30.3% | -54.6% | -30.2% |
| YTD | +46.9% | +50.4% | -3.5% | +29.6% |
| 1Y | +55.2% | +57.7% | -2.5% | +35.1% |
| 3Y | +157.0% | +213.4% | -56.4% | +80.0% |
| 5Y | +98.9% | +49.1% | +49.8% | +69.6% |
| All | +229.5% | +97.5% | +132.0% | +143.2% |
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 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