+50.2%
HAS vs ESI
+40.6%
+9.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | +1.6% | +8.3% | -6.7% | -1.1% |
| 30D | +26.6% | -10.4% | +37.1% | +30.6% |
| 3M | +29.0% | -13.2% | +42.2% | +33.8% |
| 6M | +30.6% | -23.9% | +54.4% | +40.1% |
| YTD | +51.5% | +34.2% | +17.3% | +24.3% |
| 1Y | +58.5% | +22.2% | +36.2% | +35.3% |
| 3Y | +214.1% | +79.2% | +134.9% | +114.4% |
| 5Y | +50.2% | +38.1% | +12.1% | +13.0% |
| All | +50.2% | +40.6% | +9.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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