+100.5%
HAS vs EXR
+221.5%
-121.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | +5.2% | -5.4% | -2.0% |
| 30D | +31.0% | +20.9% | +10.2% | +22.4% |
| 3M | +30.7% | +7.7% | +23.0% | +27.1% |
| 6M | +23.9% | +13.2% | +10.7% | +18.1% |
| YTD | +48.3% | +26.5% | +21.8% | +35.5% |
| 1Y | +60.2% | +27.2% | +33.0% | +46.0% |
| 3Y | +189.2% | +71.5% | +117.7% | +134.4% |
| 5Y | +50.4% | +0.4% | +50.0% | +44.2% |
| All | +100.5% | +221.5% | -121.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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