+163.9%
XLE vs HAS
+102.6%
+61.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -6.7% | +3.3% | -10.0% | -7.6% |
| 30D | -4.4% | +30.5% | -35.0% | -11.7% |
| 3M | +4.0% | +29.9% | -25.9% | -3.9% |
| 6M | +13.2% | +26.5% | -13.4% | +4.8% |
| YTD | +41.9% | +51.9% | -10.0% | +23.2% |
| 1Y | +41.6% | +60.9% | -19.3% | +20.6% |
| 3Y | +64.0% | +215.0% | -151.0% | +9.4% |
| 5Y | +158.1% | +51.5% | +106.6% | +114.6% |
| 10Y | +163.9% | +102.2% | +61.7% | +91.0% |
| All | +163.9% | +102.6% | +61.4% | +91.0% |
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