+127.7%
EXPE vs HAS
+97.5%
+30.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -1.2% |
| 30D | -6.1% | +26.3% | -32.4% | -15.8% |
| 3M | -21.3% | +25.6% | -46.9% | -29.2% |
| 6M | +19.0% | +30.3% | -11.2% | +4.5% |
| YTD | -8.4% | +50.4% | -58.8% | -25.5% |
| 1Y | -2.8% | +57.7% | -60.5% | -22.6% |
| 3Y | +120.8% | +213.4% | -92.6% | +22.1% |
| 5Y | +46.2% | +49.1% | -2.9% | +13.3% |
| All | +127.7% | +97.5% | +30.1% | +42.6% |
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