+215.3%
MXL vs HAS
+441.8%
-226.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -0.7% |
| 7D | +33.1% | +1.6% | +31.4% | +32.2% |
| 30D | -33.5% | +26.6% | -60.1% | -40.9% |
| 3M | -20.7% | +29.0% | -49.7% | -30.4% |
| 6M | -35.9% | +30.6% | -66.4% | -44.6% |
| YTD | +238.3% | +51.5% | +186.7% | +167.7% |
| 1Y | +296.2% | +58.5% | +237.8% | +206.7% |
| 3Y | +254.1% | +214.1% | +40.0% | +86.5% |
| 5Y | -14.1% | +50.2% | -64.4% | -34.7% |
| 10Y | +178.1% | +100.0% | +78.1% | +63.8% |
| All | +215.3% | +441.8% | -226.5% | -8.7% |
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