+776.9%
XLK vs HAS
+59.3%
+717.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -0.4% | -3.1% | +2.7% | +0.5% |
| 30D | -0.5% | -6.4% | +5.9% | +1.5% |
| 3M | +5.0% | +10.4% | -5.4% | +1.4% |
| 6M | +32.9% | -3.7% | +36.5% | +33.0% |
| YTD | +29.0% | +12.5% | +16.5% | +22.4% |
| 1Y | +37.8% | +19.8% | +18.0% | +28.0% |
| 3Y | +118.7% | +46.0% | +72.7% | +85.4% |
| 5Y | +145.6% | +12.5% | +133.1% | +123.6% |
| All | +776.9% | +59.3% | +717.5% | +598.3% |
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