+65.2%
HAS vs EFV
+25.8%
+39.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +0.9% |
| 7D | +2.4% | +2.9% | -0.4% | +0.4% |
| 30D | +31.6% | +3.6% | +28.0% | +28.5% |
| 3M | +33.9% | -0.1% | +34.0% | +33.9% |
| 6M | +31.4% | +9.6% | +21.8% | +23.0% |
| YTD | +51.6% | +17.0% | +34.7% | +32.7% |
| 1Y | +65.2% | +25.7% | +39.5% | +33.9% |
| All | +65.2% | +25.8% | +39.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling