+102.2%
HAS vs ES
+87.3%
+14.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +3.3% | +0.9% | +2.4% | +2.9% |
| 30D | +30.5% | +5.9% | +24.6% | +27.8% |
| 3M | +29.9% | -1.0% | +30.9% | +30.2% |
| 6M | +26.5% | +7.2% | +19.4% | +22.8% |
| YTD | +51.9% | +7.0% | +45.0% | +47.1% |
| 1Y | +60.9% | +0.5% | +60.5% | +58.5% |
| 3Y | +215.0% | +48.7% | +166.3% | +162.1% |
| 5Y | +51.5% | +1.9% | +49.6% | +43.9% |
| 10Y | +102.2% | +89.2% | +13.1% | +86.7% |
| All | +102.2% | +87.3% | +14.9% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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