+20.2%
EXE vs HAS
+214.9%
-194.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -0.1% |
| 7D | +3.6% | +1.6% | +1.9% | +3.4% |
| 30D | -4.3% | +26.6% | -30.9% | -6.0% |
| 3M | -7.7% | +29.0% | -36.6% | -9.4% |
| 6M | -7.2% | +30.6% | -37.8% | -9.1% |
| YTD | -18.5% | +51.5% | -70.0% | -21.5% |
| 1Y | -24.4% | +58.5% | -82.8% | -27.5% |
| All | +20.2% | +214.9% | -194.7% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling