+56.8%
HAS vs EXR
+148.5%
-91.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -1.8% | -2.6% | +0.8% | -0.9% |
| 30D | +2.3% | -7.2% | +9.5% | +5.0% |
| 3M | +10.4% | -3.5% | +13.9% | +11.6% |
| 6M | -3.2% | -5.3% | +2.1% | -1.6% |
| YTD | +15.4% | +9.4% | +6.1% | +11.2% |
| 1Y | +18.8% | +1.3% | +17.5% | +17.5% |
| 3Y | +43.9% | +22.4% | +21.5% | +31.6% |
| 5Y | +13.9% | -12.2% | +26.1% | +14.4% |
| All | +56.8% | +148.5% | -91.7% | +16.3% |
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