+118.5%
EXPE vs HAS
+106.1%
+12.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -13.3% | +2.2% | -15.5% | -14.0% |
| 30D | -5.5% | +29.6% | -35.1% | -16.3% |
| 3M | -16.5% | +30.3% | -46.7% | -26.1% |
| 6M | +13.1% | +25.6% | -12.5% | +1.0% |
| YTD | -8.0% | +50.8% | -58.8% | -25.2% |
| 1Y | +1.1% | +63.0% | -61.9% | -20.7% |
| 3Y | +131.2% | +211.6% | -80.4% | +28.5% |
| 5Y | +39.8% | +50.4% | -10.6% | +8.0% |
| 10Y | +118.5% | +101.9% | +16.6% | +36.9% |
| All | +118.5% | +106.1% | +12.4% | +36.9% |
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