+100.5%
HAS vs EL
+56.3%
+44.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.2% |
| 7D | -0.2% | +0.8% | -0.9% | -0.4% |
| 30D | +31.0% | +16.5% | +14.5% | +24.9% |
| 3M | +30.7% | +29.2% | +1.5% | +19.8% |
| 6M | +23.9% | +27.9% | -4.0% | +13.0% |
| YTD | +48.3% | +6.2% | +42.1% | +40.8% |
| 1Y | +60.2% | +27.2% | +33.1% | +42.7% |
| 3Y | +189.2% | +3.2% | +186.0% | +157.2% |
| 5Y | +50.4% | -66.0% | +116.4% | +101.3% |
| All | +100.5% | +56.3% | +44.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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