+100.5%
HAS vs ES
+85.7%
+14.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.5% |
| 7D | -0.2% | +1.9% | -2.0% | -0.9% |
| 30D | +31.0% | +7.1% | +24.0% | +27.8% |
| 3M | +30.7% | -1.9% | +32.6% | +31.4% |
| 6M | +23.9% | +4.4% | +19.6% | +21.4% |
| YTD | +48.3% | +7.3% | +41.0% | +43.4% |
| 1Y | +60.2% | +2.1% | +58.1% | +56.8% |
| 3Y | +189.2% | +41.8% | +147.4% | +145.2% |
| 5Y | +50.4% | +1.4% | +49.0% | +43.2% |
| All | +100.5% | +85.7% | +14.7% | +84.3% |
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