+28.1%
HAS vs ES
+5.8%
+22.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | 0.0% | +5.9% | -5.9% | -0.8% |
| 30D | +31.3% | +10.2% | +21.1% | +29.4% |
| 3M | +32.1% | +0.4% | +31.7% | +30.6% |
| 6M | +28.1% | +6.9% | +21.3% | +27.2% |
| All | +28.1% | +5.8% | +22.3% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling