+262.4%
HAS vs ESI
+182.6%
+79.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -0.2% | -8.5% | +8.4% | +1.9% |
| 30D | +31.0% | -15.7% | +46.7% | +36.0% |
| 3M | +30.7% | -18.2% | +48.9% | +36.1% |
| 6M | +23.9% | -28.8% | +52.7% | +32.3% |
| YTD | +48.3% | +26.3% | +22.1% | +35.2% |
| 1Y | +60.2% | +18.2% | +42.0% | +48.3% |
| 3Y | +189.2% | +68.1% | +121.1% | +142.6% |
| 5Y | +50.4% | +28.8% | +21.7% | +32.3% |
| 10Y | +104.2% | +329.8% | -225.7% | +41.4% |
| All | +262.4% | +182.6% | +79.8% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling