+58.0%
HAS vs XLRE
+87.4%
-29.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.9% |
| 7D | -3.1% | -2.7% | -0.3% | -1.2% |
| 30D | -6.4% | -2.3% | -4.1% | -4.9% |
| 3M | +10.4% | -3.5% | +13.9% | +12.9% |
| 6M | -3.7% | +1.9% | -5.5% | -5.1% |
| YTD | +12.5% | +8.3% | +4.1% | +6.1% |
| 1Y | +19.8% | +6.4% | +13.5% | +14.4% |
| 3Y | +46.0% | +30.2% | +15.7% | +21.4% |
| 5Y | +12.5% | +8.6% | +3.9% | +4.6% |
| All | +58.0% | +87.4% | -29.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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