+101.4%
XLP vs HAS
+56.4%
+45.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -0.9% | +2.3% | -3.1% | -1.3% |
| 3M | +3.8% | +10.4% | -6.6% | +2.0% |
| 6M | -1.7% | -3.2% | +1.5% | -1.6% |
| YTD | +10.3% | +15.4% | -5.2% | +7.1% |
| 1Y | +7.8% | +18.8% | -11.0% | +4.1% |
| 3Y | +27.2% | +43.9% | -16.7% | +17.0% |
| 5Y | +32.5% | +13.9% | +18.6% | +25.6% |
| All | +101.4% | +56.4% | +45.0% | +77.5% |
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