+48.6%
HAS vs ES
+1.4%
+47.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.5% |
| 7D | -0.2% | +1.9% | -2.0% | -0.8% |
| 30D | +31.0% | +7.1% | +24.0% | +27.9% |
| 3M | +30.7% | -1.9% | +32.6% | +31.3% |
| 6M | +23.9% | +4.4% | +19.6% | +21.5% |
| YTD | +48.3% | +7.3% | +41.0% | +43.4% |
| 1Y | +60.2% | +2.1% | +58.1% | +56.7% |
| 3Y | +189.2% | +41.8% | +147.4% | +142.0% |
| All | +48.6% | +1.4% | +47.1% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling