+422.3%
XLF vs HAS
+766.9%
-344.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.6% |
| 30D | +0.2% | +2.3% | -2.1% | -0.7% |
| 3M | +11.7% | +10.4% | +1.4% | +7.4% |
| 6M | +13.8% | -3.2% | +17.0% | +13.8% |
| YTD | +7.0% | +15.4% | -8.4% | +0.2% |
| 1Y | +9.1% | +18.8% | -9.7% | +0.9% |
| 3Y | +75.6% | +43.9% | +31.7% | +45.9% |
| 5Y | +66.4% | +13.9% | +52.5% | +46.8% |
| 10Y | +250.3% | +56.4% | +193.9% | +152.8% |
| All | +422.3% | +766.9% | -344.6% | +88.7% |
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