+23.9%
HAS vs EL
+32.3%
-8.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.6% |
| 7D | -0.2% | +0.8% | -0.9% | -0.2% |
| 30D | +31.0% | +16.5% | +14.5% | +30.6% |
| 3M | +30.7% | +29.2% | +1.5% | +30.4% |
| 6M | +23.9% | +27.9% | -4.0% | +23.6% |
| All | +23.9% | +32.3% | -8.4% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling