+217.7%
XLF vs HAS
+97.5%
+120.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | +7.6% | +26.3% | -18.7% | +0.2% |
| 3M | +1.1% | +25.6% | -24.5% | -5.8% |
| 6M | +15.9% | +30.3% | -14.4% | +6.1% |
| YTD | +8.4% | +50.4% | -41.9% | -5.6% |
| 1Y | +12.5% | +57.7% | -45.2% | -3.6% |
| 3Y | +81.6% | +213.4% | -131.8% | +20.3% |
| 5Y | +59.3% | +49.1% | +10.2% | +33.4% |
| All | +217.7% | +97.5% | +120.1% | +131.2% |
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