+164.2%
XLB vs HAS
+102.6%
+61.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +0.5% | +3.3% | -2.8% | -0.5% |
| 30D | +6.9% | +30.5% | -23.6% | -1.6% |
| 3M | -0.2% | +29.9% | -30.1% | -8.0% |
| 6M | +3.3% | +26.5% | -23.3% | -4.6% |
| YTD | +18.0% | +51.9% | -33.9% | +2.5% |
| 1Y | +24.2% | +60.9% | -36.7% | +5.9% |
| 3Y | +44.7% | +215.0% | -170.3% | -2.5% |
| 5Y | +31.6% | +51.5% | -19.9% | +9.9% |
| 10Y | +164.2% | +102.2% | +62.0% | +93.0% |
| All | +164.2% | +102.6% | +61.6% | +93.0% |
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