+43.8%
EXC vs HAS
+50.4%
-6.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +10.0% | +31.0% | -21.1% | +7.3% |
| 3M | +1.6% | +30.7% | -29.0% | -0.9% |
| 6M | +3.3% | +23.9% | -20.6% | +1.1% |
| YTD | +7.6% | +48.3% | -40.8% | +3.0% |
| 1Y | +3.5% | +60.2% | -56.8% | -1.8% |
| 3Y | +27.7% | +189.2% | -161.6% | +9.8% |
| All | +43.8% | +50.4% | -6.6% | +37.5% |
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