+1,236.8%
EWY vs HAS
+1,040.6%
+196.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +4.8% | -1.8% | +6.6% | +5.5% |
| 30D | +11.7% | +2.3% | +9.4% | +10.7% |
| 3M | -7.4% | +10.4% | -17.8% | -10.9% |
| 6M | +40.6% | -3.2% | +43.8% | +40.9% |
| YTD | +94.3% | +15.4% | +78.9% | +82.6% |
| 1Y | +164.3% | +18.8% | +145.5% | +145.4% |
| 3Y | +221.0% | +43.9% | +177.0% | +169.4% |
| 5Y | +139.1% | +13.9% | +125.2% | +112.8% |
| 10Y | +298.8% | +56.4% | +242.4% | +185.1% |
| All | +1,236.8% | +1,040.6% | +196.3% | +333.2% |
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