+11.8%
XLF vs HAS
+63.0%
-51.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.9% | +3.3% | -1.3% | +1.4% |
| 30D | +6.5% | +30.5% | -24.0% | +2.5% |
| 3M | +1.2% | +29.9% | -28.7% | -2.6% |
| 6M | +14.6% | +26.5% | -12.0% | +10.9% |
| YTD | +7.7% | +51.9% | -44.2% | -2.1% |
| 1Y | +11.8% | +60.9% | -49.1% | -1.2% |
| All | +11.8% | +63.0% | -51.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling