+885.1%
EWY vs HAS
+1,401.6%
-516.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -10.2% | +3.3% | -13.5% | -11.2% |
| 30D | -21.5% | +30.5% | -52.0% | -28.6% |
| 3M | -14.7% | +29.9% | -44.6% | -22.5% |
| 6M | -26.8% | +26.5% | -53.4% | -33.4% |
| YTD | +43.2% | +51.9% | -8.8% | +21.8% |
| 1Y | +48.7% | +60.9% | -12.2% | +24.0% |
| 3Y | +147.9% | +215.0% | -67.0% | +58.1% |
| 5Y | +98.8% | +51.5% | +47.3% | +59.9% |
| 10Y | +216.5% | +102.2% | +114.3% | +106.5% |
| All | +885.1% | +1,401.6% | -516.5% | +189.0% |
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 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