+43.6%
EWZ vs HAS
+101.4%
-57.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -24.5% | +31.0% | -55.6% | -30.4% |
| 3M | -10.7% | +30.7% | -41.4% | -17.7% |
| 6M | -19.1% | +23.9% | -43.0% | -24.7% |
| YTD | +1.6% | +48.3% | -46.7% | -10.7% |
| 1Y | +4.3% | +60.2% | -55.9% | -10.5% |
| 3Y | +19.0% | +189.2% | -170.3% | -17.7% |
| 5Y | +57.7% | +50.4% | +7.3% | +32.3% |
| All | +43.6% | +101.4% | -57.8% | +1.6% |
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 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