+182.0%
HAS vs ESI
+224.6%
-42.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.2% |
| 7D | -1.8% | +3.3% | -5.1% | -2.6% |
| 30D | +2.3% | -5.9% | +8.1% | +3.6% |
| 3M | +10.4% | -14.1% | +24.5% | +13.6% |
| 6M | -3.2% | +6.6% | -9.8% | -6.7% |
| YTD | +15.4% | +45.0% | -29.6% | +2.4% |
| 1Y | +18.8% | +41.5% | -22.7% | +5.8% |
| 3Y | +43.9% | +78.8% | -34.8% | +19.5% |
| 5Y | +13.9% | +70.9% | -57.0% | -5.5% |
| 10Y | +56.4% | +317.1% | -260.7% | +6.7% |
| All | +182.0% | +224.6% | -42.6% | +107.8% |
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