+56.6%
EWZ vs HAS
+52.6%
+4.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -4.2% | 0.0% | -4.1% | -4.2% |
| 30D | -26.1% | +31.3% | -57.5% | -30.0% |
| 3M | -12.0% | +32.1% | -44.2% | -16.8% |
| 6M | -19.3% | +28.1% | -47.4% | -23.5% |
| YTD | +0.9% | +49.1% | -48.2% | -7.4% |
| 1Y | +3.4% | +60.5% | -57.1% | -6.5% |
| 3Y | +18.6% | +183.9% | -165.3% | -5.8% |
| 5Y | +56.6% | +51.2% | +5.4% | +41.0% |
| All | +56.6% | +52.6% | +4.0% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling