+154.0%
XEL vs HAS
+54.3%
+99.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +0.9% | -4.8% | +5.7% | +1.6% |
| 30D | -0.9% | -5.1% | +4.3% | -0.2% |
| 3M | -1.4% | +6.4% | -7.8% | -2.5% |
| 6M | -5.8% | -5.6% | -0.2% | -5.4% |
| YTD | +4.7% | +11.0% | -6.3% | +2.5% |
| 1Y | +9.1% | +16.8% | -7.7% | +5.8% |
| 3Y | +47.8% | +44.0% | +3.8% | +36.5% |
| 5Y | +29.0% | +11.0% | +18.0% | +22.9% |
| 10Y | +154.0% | +56.0% | +98.0% | +112.6% |
| All | +154.0% | +54.3% | +99.8% | +112.6% |
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