+630.9%
LYB vs HAS
+299.0%
+331.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -0.2% | -1.8% | +1.6% | +0.6% |
| 30D | +8.7% | +2.3% | +6.5% | +7.5% |
| 3M | -3.0% | +10.4% | -13.4% | -8.0% |
| 6M | +4.7% | -3.2% | +8.0% | +3.6% |
| YTD | +51.6% | +15.4% | +36.2% | +37.9% |
| 1Y | +24.4% | +18.8% | +5.6% | +11.6% |
| 3Y | -23.5% | +43.9% | -67.4% | -39.3% |
| 5Y | -6.5% | +13.9% | -20.4% | -19.6% |
| 10Y | +40.5% | +56.4% | -16.0% | -8.6% |
| All | +630.9% | +299.0% | +331.9% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling