+246.5%
XLF vs HAS
+59.3%
+187.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.7% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | -1.6% | -6.4% | +4.8% | +0.3% |
| 3M | +9.3% | +10.4% | -1.1% | +5.6% |
| 6M | +14.6% | -3.7% | +18.3% | +14.8% |
| YTD | +4.7% | +12.5% | -7.7% | -0.3% |
| 1Y | +8.6% | +19.8% | -11.2% | +1.2% |
| 3Y | +73.9% | +46.0% | +27.9% | +47.6% |
| 5Y | +65.0% | +12.5% | +52.5% | +50.4% |
| All | +246.5% | +59.3% | +187.2% | +174.9% |
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