+816.1%
XLB vs HAS
+1,014.0%
-197.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +6.1% | +31.0% | -25.0% | -2.5% |
| 3M | 0.0% | +30.7% | -30.6% | -8.1% |
| 6M | 0.0% | +23.9% | -24.0% | -7.2% |
| YTD | +16.0% | +48.3% | -32.3% | +1.4% |
| 1Y | +24.7% | +60.2% | -35.5% | +6.5% |
| 3Y | +40.4% | +189.2% | -148.9% | -2.5% |
| 5Y | +30.7% | +50.4% | -19.8% | +8.5% |
| 10Y | +173.3% | +104.2% | +69.1% | +93.0% |
| All | +816.1% | +1,014.0% | -197.9% | +257.6% |
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