+832.0%
XLB vs HAS
+1,041.3%
-209.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 6M | +3.3% | +26.5% | -23.3% | -4.7% |
| YTD | +18.0% | +51.9% | -33.9% | +2.4% |
| 1Y | +24.2% | +60.9% | -36.7% | +5.9% |
| 3Y | +44.7% | +215.0% | -170.3% | -2.1% |
| 5Y | +31.6% | +51.5% | -19.9% | +9.1% |
| 10Y | +164.2% | +102.2% | +62.0% | +87.2% |
| All | +832.0% | +1,041.3% | -209.3% | +261.2% |
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 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