+60.2%
HAS vs ES
+1.8%
+58.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -0.2% | +1.9% | -2.0% | -0.4% |
| 30D | +31.0% | +7.1% | +24.0% | +29.9% |
| 3M | +30.7% | -1.9% | +32.6% | +30.5% |
| 6M | +23.9% | +4.4% | +19.6% | +23.2% |
| YTD | +48.3% | +7.3% | +41.0% | +47.2% |
| 1Y | +60.2% | +2.1% | +58.1% | +58.7% |
| All | +60.2% | +1.8% | +58.4% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling