+48.6%
HAS vs EFV
+87.6%
-39.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.6% |
| 7D | -0.2% | -0.7% | +0.5% | +0.4% |
| 30D | +31.0% | +0.9% | +30.1% | +30.2% |
| 3M | +30.7% | -3.6% | +34.2% | +34.6% |
| 6M | +23.9% | +2.5% | +21.4% | +21.0% |
| YTD | +48.3% | +13.2% | +35.1% | +32.9% |
| 1Y | +60.2% | +20.3% | +39.9% | +36.3% |
| 3Y | +189.2% | +84.9% | +104.3% | +72.8% |
| All | +48.6% | +87.6% | -39.0% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling