+150.1%
EXE vs HAS
+66.3%
+83.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | -2.2% | +3.3% | -5.5% | -2.7% |
| 30D | -0.3% | +30.5% | -30.9% | -4.1% |
| 3M | -9.3% | +29.9% | -39.2% | -12.7% |
| 6M | -7.2% | +26.5% | -33.8% | -10.6% |
| YTD | -18.9% | +51.9% | -70.9% | -24.4% |
| 1Y | -21.7% | +60.9% | -82.6% | -27.8% |
| 3Y | +21.0% | +215.0% | -194.0% | -4.7% |
| 5Y | +76.0% | +51.5% | +24.5% | +56.2% |
| All | +150.1% | +66.3% | +83.9% | +127.0% |
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 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