+24.4%
LYB vs HAS
+20.3%
+4.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | +8.7% | +2.3% | +6.5% | +8.4% |
| 3M | -3.0% | +10.4% | -13.4% | -4.1% |
| 6M | +4.7% | -3.2% | +8.0% | +7.4% |
| YTD | +51.6% | +15.4% | +36.2% | +34.5% |
| 1Y | +24.4% | +18.8% | +5.6% | +5.0% |
| All | +24.4% | +20.3% | +4.0% | +5.0% |
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