+134.0%
XLC vs HAS
+81.2%
+52.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +6.2% | +3.3% | +3.0% | +5.3% |
| 30D | -2.4% | +30.5% | -32.9% | -9.8% |
| 3M | -3.3% | +29.9% | -33.2% | -10.7% |
| 6M | -7.3% | +26.5% | -33.9% | -14.1% |
| YTD | -7.6% | +51.9% | -59.6% | -19.4% |
| 1Y | -3.7% | +60.9% | -64.6% | -17.5% |
| 3Y | +62.9% | +215.0% | -152.1% | +9.3% |
| 5Y | +41.6% | +51.5% | -9.9% | +18.5% |
| All | +134.0% | +81.2% | +52.8% | +65.5% |
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