+91.0%
EWY vs HAS
+50.4%
+40.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -10.4% | -0.2% | -10.2% | -10.3% |
| 30D | -25.4% | +31.0% | -56.4% | -30.5% |
| 3M | -16.5% | +30.7% | -47.2% | -22.2% |
| 6M | -24.7% | +23.9% | -48.6% | -29.2% |
| YTD | +40.9% | +48.3% | -7.4% | +25.9% |
| 1Y | +49.8% | +60.2% | -10.4% | +31.0% |
| 3Y | +134.8% | +189.2% | -54.4% | +71.8% |
| All | +91.0% | +50.4% | +40.6% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling