+213.4%
HAS vs EXEL
+230.5%
-17.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +26.3% | +13.1% | +13.1% | +24.6% |
| 3M | +25.6% | +36.3% | -10.7% | +21.4% |
| 6M | +30.3% | +34.5% | -4.3% | +25.8% |
| YTD | +50.4% | +57.4% | -7.1% | +41.8% |
| 1Y | +57.7% | +62.9% | -5.2% | +47.9% |
| 3Y | +213.4% | +229.5% | -16.1% | +158.9% |
| All | +213.4% | +230.5% | -17.1% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling