+228.0%
XLI vs HAS
+102.6%
+125.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -1.5% | +3.3% | -4.8% | -2.4% |
| 30D | -0.3% | +30.5% | -30.8% | -8.2% |
| 3M | -8.4% | +29.9% | -38.2% | -15.6% |
| 6M | -2.1% | +26.5% | -28.6% | -9.6% |
| YTD | +9.6% | +51.9% | -42.3% | -4.8% |
| 1Y | +10.7% | +60.9% | -50.2% | -5.7% |
| 3Y | +71.6% | +215.0% | -143.4% | +14.9% |
| 5Y | +70.8% | +51.5% | +19.3% | +42.5% |
| 10Y | +228.0% | +102.2% | +125.7% | +136.3% |
| All | +228.0% | +102.6% | +125.4% | +136.3% |
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