+92.6%
HAS vs ET
+160.8%
-68.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.4% | +2.5% | -1.2% | +0.7% |
| 30D | +26.3% | -2.5% | +28.7% | +26.9% |
| 3M | +25.6% | -4.9% | +30.4% | +26.9% |
| 6M | +30.3% | -0.1% | +30.3% | +29.9% |
| YTD | +50.4% | +26.2% | +24.1% | +40.8% |
| 1Y | +57.7% | +25.2% | +32.6% | +47.9% |
| 3Y | +213.4% | +84.2% | +129.2% | +165.1% |
| 5Y | +49.1% | +216.1% | -167.0% | +11.0% |
| All | +92.6% | +160.8% | -68.3% | +43.1% |
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