+127.5%
XLC vs HAS
+76.9%
+50.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +4.9% | -0.2% | +5.0% | +4.9% |
| 30D | -5.8% | +31.0% | -36.8% | -13.1% |
| 3M | -5.4% | +30.7% | -36.1% | -12.8% |
| 6M | -10.2% | +23.9% | -34.1% | -16.3% |
| YTD | -10.2% | +48.3% | -58.5% | -21.1% |
| 1Y | -5.6% | +60.2% | -65.8% | -19.1% |
| 3Y | +61.0% | +189.2% | -128.2% | +11.0% |
| 5Y | +35.2% | +50.4% | -15.2% | +13.3% |
| All | +127.5% | +76.9% | +50.7% | +62.1% |
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