+257.2%
XLI vs HAS
+54.3%
+203.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -0.6% | -4.8% | +4.3% | +0.9% |
| 30D | -6.9% | -5.1% | -1.8% | -5.5% |
| 3M | -1.9% | +6.4% | -8.3% | -4.1% |
| 6M | +1.0% | -5.6% | +6.7% | +1.9% |
| YTD | +11.3% | +11.0% | +0.4% | +6.6% |
| 1Y | +15.8% | +16.8% | -1.0% | +8.9% |
| 3Y | +69.8% | +44.0% | +25.8% | +45.6% |
| 5Y | +80.9% | +11.0% | +69.9% | +66.0% |
| 10Y | +257.2% | +56.0% | +201.2% | +185.8% |
| All | +257.2% | +54.3% | +203.0% | +185.8% |
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