+100.6%
HAS vs ET
+173.0%
-72.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.3% |
| 7D | +3.3% | -1.9% | +5.1% | +3.7% |
| 30D | +30.5% | -3.1% | +33.6% | +31.4% |
| 3M | +29.9% | -3.9% | +33.8% | +30.9% |
| 6M | +26.5% | +4.0% | +22.5% | +24.9% |
| YTD | +51.9% | +26.4% | +25.5% | +42.2% |
| 1Y | +60.9% | +24.9% | +36.0% | +51.0% |
| 3Y | +215.0% | +85.2% | +129.8% | +166.2% |
| 5Y | +51.5% | +218.3% | -166.8% | +12.7% |
| All | +100.6% | +173.0% | -72.4% | +49.9% |
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