+230.2%
EWY vs HAS
+45.6%
+184.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.1% |
| 7D | +8.0% | -3.1% | +11.1% | +8.8% |
| 30D | +14.3% | -2.7% | +17.0% | +15.0% |
| 3M | +2.3% | +8.9% | -6.6% | -0.2% |
| 6M | +49.9% | -2.9% | +52.8% | +49.6% |
| YTD | +95.3% | +12.6% | +82.7% | +88.0% |
| 1Y | +161.7% | +17.5% | +144.3% | +148.9% |
| 3Y | +230.2% | +46.2% | +184.0% | +172.0% |
| All | +230.2% | +45.6% | +184.6% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling