+104.2%
HAS vs EL
+63.7%
+40.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +30.9% | +12.3% | +18.6% | +26.2% |
| 3M | +28.8% | +28.4% | +0.4% | +18.3% |
| 6M | +32.3% | +36.7% | -4.4% | +18.2% |
| YTD | +54.7% | +8.4% | +46.3% | +46.0% |
| 1Y | +63.2% | +25.4% | +37.8% | +46.2% |
| 3Y | +220.7% | +3.4% | +217.2% | +185.4% |
| 5Y | +53.3% | -64.8% | +118.1% | +102.7% |
| 10Y | +104.2% | +63.0% | +41.3% | +53.8% |
| All | +104.2% | +63.7% | +40.5% | +53.8% |
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