+102.2%
HAS vs EL
+60.9%
+41.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +3.3% | +7.6% | -4.4% | +1.0% |
| 30D | +30.5% | +15.7% | +14.9% | +24.8% |
| 3M | +29.9% | +30.5% | -0.6% | +18.8% |
| 6M | +26.5% | +32.5% | -6.0% | +14.2% |
| YTD | +51.9% | +9.4% | +42.5% | +43.0% |
| 1Y | +60.9% | +28.4% | +32.6% | +43.0% |
| 3Y | +215.0% | +4.4% | +210.5% | +179.6% |
| 5Y | +51.5% | -64.5% | +116.0% | +99.9% |
| 10Y | +102.2% | +64.9% | +37.4% | +51.5% |
| All | +102.2% | +60.9% | +41.4% | +51.5% |
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