+125.4%
EXPE vs HAS
+106.0%
+19.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.5% |
| 7D | -17.8% | +2.0% | -19.8% | -18.4% |
| 30D | -3.2% | +30.9% | -34.2% | -14.7% |
| 3M | -19.0% | +28.8% | -47.7% | -28.0% |
| 6M | +17.7% | +32.3% | -14.6% | +2.6% |
| YTD | -7.8% | +54.7% | -62.5% | -25.9% |
| 1Y | -1.4% | +63.2% | -64.6% | -22.7% |
| 3Y | +121.9% | +220.7% | -98.7% | +21.7% |
| 5Y | +44.3% | +53.3% | -9.1% | +10.4% |
| 10Y | +125.4% | +104.2% | +21.2% | +39.4% |
| All | +125.4% | +106.0% | +19.4% | +39.4% |
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 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