+415.6%
XLF vs HAS
+1,014.0%
-598.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | +6.3% | +31.0% | -24.7% | -3.5% |
| 3M | -0.8% | +30.7% | -31.4% | -9.9% |
| 6M | +11.0% | +23.9% | -12.9% | +1.9% |
| YTD | +5.6% | +48.3% | -42.7% | -9.6% |
| 1Y | +10.8% | +60.2% | -49.4% | -7.9% |
| 3Y | +77.8% | +189.2% | -111.4% | +15.1% |
| 5Y | +55.6% | +50.4% | +5.2% | +24.4% |
| 10Y | +252.5% | +104.2% | +148.3% | +131.4% |
| All | +415.6% | +1,014.0% | -598.4% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling