+190.7%
HAS vs ES
+50.7%
+140.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | 0.0% | +5.9% | -5.9% | -1.9% |
| 30D | +31.3% | +10.2% | +21.1% | +27.3% |
| 3M | +32.1% | +0.4% | +31.7% | +31.7% |
| 6M | +28.1% | +6.9% | +21.3% | +24.9% |
| YTD | +49.1% | +10.5% | +38.6% | +43.2% |
| 1Y | +60.5% | +3.2% | +57.3% | +56.8% |
| All | +190.7% | +50.7% | +140.1% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling