+346.7%
EWZ vs HAS
+1,362.3%
-1,015.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | -4.2% | 0.0% | -4.1% | -4.2% |
| 30D | -26.1% | +31.3% | -57.5% | -33.2% |
| 3M | -12.0% | +32.1% | -44.2% | -20.8% |
| 6M | -19.3% | +28.1% | -47.4% | -27.0% |
| YTD | +0.9% | +49.1% | -48.2% | -14.2% |
| 1Y | +3.4% | +60.5% | -57.1% | -14.5% |
| 3Y | +18.6% | +183.9% | -165.3% | -23.6% |
| 5Y | +56.6% | +51.2% | +5.4% | +23.4% |
| 10Y | +50.3% | +105.3% | -55.0% | -4.4% |
| All | +346.7% | +1,362.3% | -1,015.6% | +30.0% |
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