+94.1%
HAS vs EFV
+162.4%
-68.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +1.6% | +0.7% | +0.9% | +0.9% |
| 30D | +26.6% | +2.0% | +24.6% | +24.4% |
| 3M | +29.0% | -1.6% | +30.6% | +30.9% |
| 6M | +30.6% | +5.8% | +24.8% | +23.6% |
| YTD | +51.5% | +15.6% | +35.9% | +31.6% |
| 1Y | +58.5% | +19.0% | +39.5% | +34.0% |
| 3Y | +214.1% | +90.7% | +123.4% | +70.9% |
| 5Y | +50.2% | +92.8% | -42.5% | -19.7% |
| All | +94.1% | +162.4% | -68.3% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling