+176.5%
XLE vs HAS
+99.1%
+77.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.1% |
| 7D | +4.4% | +1.6% | +2.8% | +3.9% |
| 30D | -4.3% | +26.6% | -30.9% | -10.8% |
| 3M | +6.0% | +29.0% | -22.9% | -1.8% |
| 6M | +13.2% | +30.6% | -17.4% | +3.9% |
| YTD | +46.7% | +51.5% | -4.8% | +27.4% |
| 1Y | +46.6% | +58.5% | -11.8% | +25.4% |
| 3Y | +69.6% | +214.1% | -144.5% | +13.1% |
| 5Y | +166.5% | +50.2% | +116.3% | +122.2% |
| All | +176.5% | +99.1% | +77.4% | +99.0% |
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