+643.2%
LYB vs HAS
+289.4%
+353.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.7% |
| 7D | -0.9% | -3.1% | +2.2% | +0.5% |
| 30D | +9.5% | -2.7% | +12.2% | +10.7% |
| 3M | +1.3% | +8.9% | -7.6% | -3.4% |
| 6M | -1.7% | -2.9% | +1.2% | -3.0% |
| YTD | +54.1% | +12.6% | +41.5% | +41.7% |
| 1Y | +25.7% | +17.5% | +8.2% | +13.3% |
| 3Y | -20.9% | +46.2% | -67.1% | -37.8% |
| 5Y | -1.5% | +12.6% | -14.1% | -15.0% |
| 10Y | +45.0% | +55.7% | -10.7% | -5.7% |
| All | +643.2% | +289.4% | +353.8% | +131.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling