+60.8%
EWZ vs HAS
+102.6%
-41.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | +1.3% | +3.3% | -1.9% | +0.4% |
| 30D | -26.2% | +30.5% | -56.7% | -31.8% |
| 3M | -8.6% | +29.9% | -38.5% | -15.6% |
| 6M | -17.0% | +26.5% | -43.6% | -23.2% |
| YTD | +2.2% | +51.9% | -49.8% | -10.9% |
| 1Y | +2.7% | +60.9% | -58.2% | -12.0% |
| 3Y | +18.2% | +215.0% | -196.8% | -20.4% |
| 5Y | +56.0% | +51.5% | +4.5% | +30.8% |
| 10Y | +60.8% | +102.2% | -41.4% | +12.3% |
| All | +60.8% | +102.6% | -41.8% | +12.3% |
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