+2,011.1%
XEL vs HAS
+4,652.9%
-2,641.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +10.0% | +31.0% | -21.0% | +6.1% |
| 3M | +4.3% | +30.7% | -26.3% | +0.6% |
| 6M | +0.5% | +23.9% | -23.4% | -2.6% |
| YTD | +10.4% | +48.3% | -37.9% | +4.2% |
| 1Y | +2.0% | +60.2% | -58.2% | -4.7% |
| 3Y | +45.6% | +189.2% | -143.7% | +23.9% |
| 5Y | +46.6% | +50.4% | -3.8% | +34.5% |
| 10Y | +168.3% | +104.2% | +64.1% | +127.5% |
| All | +2,011.1% | +4,652.9% | -2,641.8% | +1,019.3% |
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