+183.8%
EXC vs HAS
+106.1%
+77.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -1.7% | +2.2% | -3.9% | -2.1% |
| 30D | +9.3% | +29.6% | -20.3% | +3.8% |
| 3M | +1.0% | +30.3% | -29.2% | -4.2% |
| 6M | +5.9% | +25.6% | -19.7% | +0.8% |
| YTD | +7.6% | +50.8% | -43.2% | -2.0% |
| 1Y | +2.4% | +63.0% | -60.6% | -8.3% |
| 3Y | +30.2% | +211.6% | -181.3% | -2.6% |
| 5Y | +41.4% | +50.4% | -9.0% | +24.8% |
| 10Y | +183.8% | +101.9% | +81.9% | +112.9% |
| All | +183.8% | +106.1% | +77.7% | +112.9% |
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