+80.1%
HAS vs XLRE
+112.0%
-31.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -1.8% | -1.2% | -0.6% | -1.0% |
| 30D | +2.3% | -2.8% | +5.1% | +4.2% |
| 3M | +10.4% | -0.2% | +10.6% | +10.3% |
| 6M | -3.2% | +1.9% | -5.2% | -4.6% |
| YTD | +15.4% | +10.6% | +4.8% | +7.7% |
| 1Y | +18.8% | +8.8% | +10.0% | +11.9% |
| 3Y | +43.9% | +31.5% | +12.4% | +19.7% |
| 5Y | +13.9% | +6.6% | +7.3% | +7.4% |
| 10Y | +56.4% | +84.0% | -27.6% | +9.1% |
| All | +80.1% | +112.0% | -31.9% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling