+1.2%
XLB vs HAS
+29.7%
-28.4%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -1.0% |
| 7D | 0.0% | +1.6% | -1.6% | -0.2% |
| 30D | +5.3% | +26.6% | -21.4% | +2.6% |
| 3M | 0.0% | +29.0% | -29.0% | -2.8% |
| 6M | +1.2% | +30.6% | -29.4% | -4.2% |
| All | +1.2% | +29.7% | -28.4% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling