+187.9%
MXL vs HAS
+443.3%
-255.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.1% |
| 7D | -15.9% | +3.3% | -19.1% | -17.1% |
| 30D | -44.0% | +30.5% | -74.6% | -51.0% |
| 3M | -21.3% | +29.9% | -51.2% | -31.3% |
| 6M | -46.1% | +26.5% | -72.6% | -52.8% |
| YTD | +208.8% | +51.9% | +156.9% | +143.9% |
| 1Y | +255.5% | +60.9% | +194.6% | +172.9% |
| 3Y | +223.3% | +215.0% | +8.3% | +69.9% |
| 5Y | -18.1% | +51.5% | -69.6% | -38.0% |
| 10Y | +159.9% | +102.2% | +57.7% | +52.1% |
| All | +187.9% | +443.3% | -255.4% | -16.8% |
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