+1,081.0%
HAS vs EXEL
+273.2%
+807.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.8% | +8.4% | -10.2% | -2.6% |
| 30D | +2.3% | +4.1% | -1.8% | +1.7% |
| 3M | +10.4% | +12.4% | -2.1% | +8.9% |
| 6M | -3.2% | +41.5% | -44.8% | -7.1% |
| YTD | +15.4% | +34.6% | -19.2% | +11.3% |
| 1Y | +18.8% | +57.9% | -39.1% | +12.4% |
| 3Y | +43.9% | +159.5% | -115.6% | +27.7% |
| 5Y | +13.9% | +198.5% | -184.6% | -1.2% |
| 10Y | +56.4% | +411.4% | -354.9% | +22.4% |
| All | +1,081.0% | +273.2% | +807.8% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling