+163.7%
MXL vs HAS
+97.5%
+66.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | +13.4% | +1.4% | +12.0% | +12.9% |
| 30D | -29.2% | +26.3% | -55.5% | -36.7% |
| 3M | -27.2% | +25.6% | -52.8% | -34.9% |
| 6M | -36.4% | +30.3% | -66.7% | -44.7% |
| YTD | +220.0% | +50.4% | +169.7% | +156.5% |
| 1Y | +304.8% | +57.7% | +247.1% | +217.0% |
| 3Y | +238.5% | +213.4% | +25.1% | +82.1% |
| 5Y | -18.8% | +49.1% | -67.9% | -37.0% |
| All | +163.7% | +97.5% | +66.2% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling