+81.1%
EWZ vs HAS
+56.4%
+24.7%
-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% | -0.2% | -0.6% |
| 7D | +6.5% | -1.8% | +8.3% | +7.1% |
| 30D | +4.8% | +2.3% | +2.6% | +4.1% |
| 3M | +9.9% | +10.4% | -0.5% | +6.3% |
| 6M | +1.9% | -3.2% | +5.2% | +2.0% |
| YTD | +20.3% | +15.4% | +4.9% | +13.9% |
| 1Y | +35.6% | +18.8% | +16.8% | +27.0% |
| 3Y | +43.4% | +43.9% | -0.5% | +23.1% |
| 5Y | +55.9% | +13.9% | +42.1% | +42.1% |
| All | +81.1% | +56.4% | +24.7% | +41.9% |
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