+104.2%
HAS vs ET
+173.2%
-69.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | +1.8% | +0.2% | +1.6% |
| 30D | +30.9% | -3.0% | +33.9% | +31.7% |
| 3M | +28.8% | -4.7% | +33.5% | +30.1% |
| 6M | +32.3% | +2.7% | +29.7% | +31.0% |
| YTD | +54.7% | +26.5% | +28.1% | +44.8% |
| 1Y | +63.2% | +25.0% | +38.3% | +53.1% |
| 3Y | +220.7% | +85.4% | +135.3% | +170.9% |
| 5Y | +53.3% | +215.5% | -162.2% | +14.3% |
| 10Y | +104.2% | +161.3% | -57.1% | +52.6% |
| All | +104.2% | +173.2% | -69.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling