+56.8%
HAS vs ES
+84.4%
-27.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +2.3% | -2.0% | +4.2% | +3.0% |
| 3M | +10.4% | +1.7% | +8.7% | +9.5% |
| 6M | -3.2% | -3.5% | +0.3% | -2.3% |
| YTD | +15.4% | +7.9% | +7.5% | +11.5% |
| 1Y | +18.8% | +17.2% | +1.6% | +10.1% |
| 3Y | +43.9% | +29.3% | +14.6% | +26.3% |
| 5Y | +13.9% | -5.7% | +19.6% | +11.5% |
| All | +56.8% | +84.4% | -27.6% | +36.8% |
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