+2,023.0%
XEL vs HAS
+4,769.2%
-2,746.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.7% | +3.3% | -1.5% | +1.3% |
| 30D | +8.6% | +30.5% | -21.9% | +4.8% |
| 3M | +5.1% | +29.9% | -24.8% | +1.4% |
| 6M | +2.5% | +26.5% | -24.0% | -0.9% |
| YTD | +11.0% | +51.9% | -41.0% | +4.4% |
| 1Y | +2.7% | +60.9% | -58.2% | -4.1% |
| 3Y | +49.7% | +215.0% | -165.3% | +26.0% |
| 5Y | +46.1% | +51.5% | -5.4% | +33.9% |
| 10Y | +181.5% | +102.2% | +79.3% | +139.0% |
| All | +2,023.0% | +4,769.2% | -2,746.2% | +1,022.1% |
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