+961.2%
HAS vs EFV
+240.5%
+720.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.4% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +31.0% | +0.9% | +30.1% | +30.4% |
| 3M | +30.7% | -3.6% | +34.2% | +33.8% |
| 6M | +23.9% | +2.5% | +21.4% | +21.7% |
| YTD | +48.3% | +13.2% | +35.1% | +36.5% |
| 1Y | +60.2% | +20.3% | +39.9% | +41.7% |
| 3Y | +189.2% | +84.9% | +104.3% | +94.6% |
| 5Y | +50.4% | +87.7% | -37.3% | 0.0% |
| 10Y | +104.2% | +160.7% | -56.6% | +12.3% |
| All | +961.2% | +240.5% | +720.6% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling