+179.3%
EXE vs HAS
+23.3%
+156.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | +6.4% | -2.7% | +9.1% | +6.8% |
| 3M | +9.2% | +8.9% | +0.3% | +7.6% |
| 6M | -7.0% | -2.9% | -4.1% | -7.0% |
| YTD | -9.5% | +12.6% | -22.1% | -11.9% |
| 1Y | +6.2% | +17.5% | -11.2% | +2.5% |
| 3Y | +20.7% | +46.2% | -25.5% | +9.9% |
| 5Y | +103.6% | +12.6% | +91.1% | +89.7% |
| All | +179.3% | +23.3% | +156.0% | +164.8% |
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