+92.6%
HAS vs EXR
+216.3%
-123.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +26.3% | +18.2% | +8.1% | +18.9% |
| 3M | +25.6% | +7.3% | +18.3% | +22.4% |
| 6M | +30.3% | +13.8% | +16.4% | +23.9% |
| YTD | +50.4% | +25.9% | +24.4% | +37.6% |
| 1Y | +57.7% | +25.8% | +31.9% | +44.4% |
| 3Y | +213.4% | +53.7% | +159.7% | +164.6% |
| 5Y | +49.1% | -1.8% | +50.8% | +44.0% |
| All | +92.6% | +216.3% | -123.7% | +33.9% |
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