+65.5%
XLF vs HAS
+10.2%
+55.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | +0.2% | -3.1% | +3.3% | +0.9% |
| 30D | -0.5% | -2.7% | +2.2% | +0.1% |
| 3M | +10.6% | +8.9% | +1.7% | +8.2% |
| 6M | +14.3% | -2.9% | +17.2% | +14.3% |
| YTD | +5.5% | +12.6% | -7.1% | +1.5% |
| 1Y | +9.6% | +17.5% | -7.9% | +4.1% |
| 3Y | +75.2% | +46.2% | +29.0% | +55.2% |
| 5Y | +65.5% | +12.6% | +53.0% | +67.6% |
| All | +65.5% | +10.2% | +55.3% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling