+308.8%
EWY vs HAS
+54.3%
+254.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.9% |
| 7D | +6.7% | -4.8% | +11.5% | +8.1% |
| 30D | +17.0% | -5.1% | +22.1% | +18.6% |
| 3M | +3.7% | +6.4% | -2.7% | +1.5% |
| 6M | +42.5% | -5.6% | +48.1% | +43.7% |
| YTD | +96.2% | +11.0% | +85.3% | +88.7% |
| 1Y | +160.4% | +16.8% | +143.6% | +146.5% |
| 3Y | +231.7% | +44.0% | +187.6% | +189.0% |
| 5Y | +153.3% | +11.0% | +142.3% | +134.4% |
| 10Y | +308.8% | +56.0% | +252.8% | +225.7% |
| All | +308.8% | +54.3% | +254.6% | +225.7% |
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