+48.6%
HAS vs EXEL
+260.1%
-211.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | +31.0% | +19.0% | +12.0% | +27.5% |
| 3M | +30.7% | +33.3% | -2.6% | +24.8% |
| 6M | +23.9% | +42.9% | -18.9% | +16.6% |
| YTD | +48.3% | +58.7% | -10.4% | +36.5% |
| 1Y | +60.2% | +70.5% | -10.3% | +45.3% |
| 3Y | +189.2% | +233.8% | -44.6% | +121.6% |
| All | +48.6% | +260.1% | -211.5% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling