+115.9%
EXPE vs HAS
+102.6%
+13.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -11.2% | +3.3% | -14.5% | -12.3% |
| 30D | -7.5% | +30.5% | -38.0% | -18.3% |
| 3M | -19.1% | +29.9% | -49.0% | -28.4% |
| 6M | +10.7% | +26.5% | -15.8% | -1.4% |
| YTD | -9.9% | +51.9% | -61.9% | -27.0% |
| 1Y | -4.6% | +60.9% | -65.5% | -24.8% |
| 3Y | +116.8% | +215.0% | -98.2% | +19.9% |
| 5Y | +38.6% | +51.5% | -12.9% | +6.7% |
| 10Y | +115.9% | +102.2% | +13.6% | +34.8% |
| All | +115.9% | +102.6% | +13.3% | +34.8% |
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