+725.7%
HAS vs EFV
+258.8%
+466.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.8% | +1.5% | -3.3% | -2.8% |
| 30D | +2.3% | +1.7% | +0.5% | +1.1% |
| 3M | +10.4% | +8.6% | +1.7% | +4.5% |
| 6M | -3.2% | +11.7% | -14.9% | -10.1% |
| YTD | +15.4% | +19.3% | -3.9% | +2.6% |
| 1Y | +18.8% | +30.2% | -11.4% | -0.1% |
| 3Y | +43.9% | +91.6% | -47.6% | -5.4% |
| 5Y | +13.9% | +96.4% | -82.5% | -26.5% |
| 10Y | +56.4% | +166.5% | -110.1% | -15.5% |
| All | +725.7% | +258.8% | +466.9% | +280.9% |
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 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