+39.5%
EXPE vs HAS
+50.4%
-10.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.6% |
| 7D | -9.3% | -0.2% | -9.2% | -9.1% |
| 30D | +0.1% | +31.0% | -30.9% | -11.3% |
| 3M | -15.3% | +30.7% | -46.0% | -24.8% |
| 6M | +5.5% | +23.9% | -18.4% | -4.7% |
| YTD | -8.0% | +48.3% | -56.3% | -24.1% |
| 1Y | +18.9% | +60.2% | -41.3% | -5.3% |
| 3Y | +135.5% | +189.2% | -53.7% | +36.3% |
| All | +39.5% | +50.4% | -10.9% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling