+146.5%
IEFA vs HAS
+54.3%
+92.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.5% | -4.8% | +4.4% | +0.7% |
| 30D | -1.1% | -5.1% | +4.0% | +0.1% |
| 3M | +5.1% | +6.4% | -1.3% | +3.2% |
| 6M | +9.3% | -5.6% | +15.0% | +10.1% |
| YTD | +13.0% | +11.0% | +2.0% | +9.2% |
| 1Y | +19.2% | +16.8% | +2.4% | +13.6% |
| 3Y | +67.0% | +44.0% | +22.9% | +47.7% |
| 5Y | +51.1% | +11.0% | +40.1% | +40.8% |
| 10Y | +146.5% | +56.0% | +90.5% | +104.6% |
| All | +146.5% | +54.3% | +92.2% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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