+50.6%
LYB vs HAS
+66.3%
-15.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -4.7% |
| 7D | -6.2% | +2.4% | -8.7% | -6.2% |
| 30D | +6.3% | +31.6% | -25.3% | +6.1% |
| 3M | +4.1% | +33.9% | -29.8% | +3.8% |
| 6M | -15.5% | +31.4% | -46.9% | -15.3% |
| YTD | +50.2% | +51.6% | -1.4% | +34.5% |
| 1Y | +50.6% | +65.2% | -14.6% | +26.5% |
| All | +50.6% | +66.3% | -15.7% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling