+56.9%
HAS vs EL
+32.5%
+24.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.4% |
| 7D | -1.8% | +0.8% | -2.6% | -2.1% |
| 30D | +2.3% | +19.8% | -17.6% | -3.8% |
| 3M | +10.4% | +25.7% | -15.3% | +2.1% |
| 6M | -3.2% | +5.4% | -8.7% | -6.6% |
| YTD | +15.4% | +0.2% | +15.2% | +11.9% |
| 1Y | +18.8% | +20.4% | -1.6% | +7.4% |
| 3Y | +43.9% | -32.1% | +76.1% | +48.5% |
| 5Y | +13.9% | -67.2% | +81.1% | +53.4% |
| All | +56.9% | +32.5% | +24.4% | +26.4% |
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