+189.2%
HAS vs EFV
+84.2%
+105.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.7% |
| 7D | -0.2% | -0.7% | +0.5% | +0.4% |
| 30D | +31.0% | +0.9% | +30.1% | +30.1% |
| 3M | +30.7% | -3.6% | +34.2% | +34.7% |
| 6M | +23.9% | +2.5% | +21.4% | +20.9% |
| YTD | +48.3% | +13.2% | +35.1% | +31.7% |
| 1Y | +60.2% | +20.3% | +39.9% | +34.2% |
| 3Y | +189.2% | +84.9% | +104.3% | +54.4% |
| All | +189.2% | +84.2% | +105.0% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling