+50.2%
HAS vs EL
-65.5%
+115.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | +1.6% | +2.7% | -1.0% | +1.0% |
| 30D | +26.6% | +10.8% | +15.8% | +23.4% |
| 3M | +29.0% | +26.5% | +2.5% | +21.0% |
| 6M | +30.6% | +31.1% | -0.6% | +20.6% |
| YTD | +51.5% | +6.6% | +44.9% | +45.5% |
| 1Y | +58.5% | +21.8% | +36.7% | +46.3% |
| 3Y | +214.1% | +1.8% | +212.4% | +183.9% |
| 5Y | +50.2% | -65.6% | +115.8% | +94.1% |
| All | +50.2% | -65.5% | +115.8% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling