+235.2%
XLI vs HAS
+106.1%
+129.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.3% |
| 7D | -0.5% | +2.2% | -2.6% | -1.1% |
| 30D | -0.2% | +29.6% | -29.8% | -7.9% |
| 3M | -8.6% | +30.3% | -38.8% | -15.8% |
| 6M | -2.0% | +25.6% | -27.6% | -9.3% |
| YTD | +9.7% | +50.8% | -41.1% | -4.5% |
| 1Y | +11.4% | +63.0% | -51.6% | -5.4% |
| 3Y | +74.2% | +211.6% | -137.4% | +17.1% |
| 5Y | +70.0% | +50.4% | +19.6% | +42.2% |
| 10Y | +235.2% | +101.9% | +133.4% | +141.8% |
| All | +235.2% | +106.1% | +129.2% | +141.8% |
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