+140.6%
EXE vs HAS
+62.3%
+78.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -4.0% | +31.0% | -35.0% | -7.7% |
| 3M | -7.5% | +30.7% | -38.1% | -11.0% |
| 6M | -11.7% | +23.9% | -35.6% | -14.6% |
| YTD | -22.0% | +48.3% | -70.3% | -27.1% |
| 1Y | -21.8% | +60.2% | -82.0% | -27.9% |
| 3Y | +8.0% | +189.2% | -181.2% | -13.4% |
| 5Y | +62.3% | +50.4% | +11.9% | +44.5% |
| All | +140.6% | +62.3% | +78.3% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling