+224.2%
XLF vs HAS
+102.6%
+121.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +1.9% | +3.3% | -1.3% | +1.0% |
| 30D | +6.5% | +30.5% | -24.0% | -1.9% |
| 3M | +1.2% | +29.9% | -28.7% | -6.7% |
| 6M | +14.6% | +26.5% | -12.0% | +5.8% |
| YTD | +7.7% | +51.9% | -44.2% | -6.5% |
| 1Y | +11.8% | +60.9% | -49.1% | -4.8% |
| 3Y | +80.1% | +215.0% | -134.9% | +19.1% |
| 5Y | +59.0% | +51.5% | +7.5% | +32.5% |
| 10Y | +224.2% | +102.2% | +121.9% | +132.6% |
| All | +224.2% | +102.6% | +121.6% | +132.6% |
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