+1,321.6%
HAS vs EL
+1,685.7%
-364.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.3% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +2.3% | +19.8% | -17.6% | -3.4% |
| 3M | +10.4% | +25.7% | -15.3% | +2.6% |
| 6M | -3.2% | +5.4% | -8.7% | -6.5% |
| YTD | +15.4% | +0.2% | +15.2% | +12.0% |
| 1Y | +18.8% | +20.4% | -1.6% | +8.5% |
| 3Y | +43.9% | -32.1% | +76.1% | +46.9% |
| 5Y | +13.9% | -67.2% | +81.1% | +41.2% |
| 10Y | +56.4% | +31.7% | +24.7% | +27.8% |
| All | +1,321.6% | +1,685.7% | -364.1% | +473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling