+213.4%
HAS vs XLRE
+44.1%
+169.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.4% | +0.8% | +0.5% | +0.7% |
| 30D | +26.3% | +6.9% | +19.3% | +19.9% |
| 3M | +25.6% | -0.8% | +26.4% | +26.4% |
| 6M | +30.3% | +2.1% | +28.2% | +27.6% |
| YTD | +50.4% | +12.6% | +37.7% | +35.9% |
| 1Y | +57.7% | +12.5% | +45.2% | +42.6% |
| 3Y | +213.4% | +44.2% | +169.2% | +123.4% |
| All | +213.4% | +44.1% | +169.3% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling