+1,117.4%
XLI vs HAS
+766.9%
+350.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.1% | -1.8% | +0.7% | -0.5% |
| 30D | -5.9% | +2.3% | -8.2% | -6.7% |
| 3M | -0.3% | +10.4% | -10.6% | -3.7% |
| 6M | +0.1% | -3.2% | +3.4% | +0.3% |
| YTD | +13.6% | +15.4% | -1.8% | +7.4% |
| 1Y | +17.2% | +18.8% | -1.6% | +9.6% |
| 3Y | +68.2% | +43.9% | +24.3% | +43.8% |
| 5Y | +80.7% | +13.9% | +66.8% | +62.8% |
| 10Y | +253.3% | +56.4% | +196.8% | +168.8% |
| All | +1,117.4% | +766.9% | +350.6% | +400.9% |
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