+211.6%
HAS vs EXR
+53.9%
+157.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +2.2% | +2.7% | -0.5% | +1.0% |
| 30D | +29.6% | +18.9% | +10.6% | +20.3% |
| 3M | +30.3% | +8.4% | +21.9% | +25.7% |
| 6M | +25.6% | +14.3% | +11.3% | +18.1% |
| YTD | +50.8% | +27.2% | +23.6% | +34.8% |
| 1Y | +63.0% | +25.9% | +37.1% | +46.2% |
| 3Y | +211.6% | +54.6% | +156.9% | +144.4% |
| All | +211.6% | +53.9% | +157.7% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling