+148.1%
IEFA vs HAS
+97.5%
+50.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | +1.1% | +26.3% | -25.2% | -4.6% |
| 3M | -4.3% | +25.6% | -29.9% | -9.6% |
| 6M | +1.4% | +30.3% | -28.9% | -5.5% |
| YTD | +10.1% | +50.4% | -40.3% | -1.3% |
| 1Y | +12.9% | +57.7% | -44.8% | 0.0% |
| 3Y | +65.8% | +213.4% | -147.6% | +20.7% |
| 5Y | +47.7% | +49.1% | -1.4% | +28.1% |
| All | +148.1% | +97.5% | +50.6% | +91.9% |
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