+167.2%
XLE vs HAS
+101.4%
+65.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -12.0% | -0.2% | -11.8% | -12.0% |
| 30D | -2.7% | +31.0% | -33.8% | -10.3% |
| 3M | +6.6% | +30.7% | -24.1% | -1.7% |
| 6M | +9.5% | +23.9% | -14.4% | +2.0% |
| YTD | +40.6% | +48.3% | -7.8% | +22.8% |
| 1Y | +43.6% | +60.2% | -16.6% | +22.4% |
| 3Y | +58.1% | +189.2% | -131.1% | +8.3% |
| 5Y | +152.2% | +50.4% | +101.8% | +109.9% |
| All | +167.2% | +101.4% | +65.8% | +95.6% |
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 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