+37.7%
XLC vs HAS
+13.4%
+24.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | +1.0% | +2.3% | -1.2% | +0.4% |
| 3M | -0.7% | +10.4% | -11.1% | -3.7% |
| 6M | -5.1% | -3.2% | -1.9% | -4.9% |
| YTD | -4.3% | +15.4% | -19.7% | -9.3% |
| 1Y | -0.6% | +18.8% | -19.4% | -6.9% |
| 3Y | +72.7% | +43.9% | +28.8% | +50.1% |
| All | +37.7% | +13.4% | +24.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling