+124.6%
XLP vs HAS
+101.4%
+23.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +10.3% | +31.0% | -20.8% | +5.5% |
| 3M | +6.5% | +30.7% | -24.1% | +1.9% |
| 6M | +8.4% | +23.9% | -15.5% | +4.3% |
| YTD | +18.2% | +48.3% | -30.1% | +10.1% |
| 1Y | +22.4% | +60.2% | -37.8% | +12.6% |
| 3Y | +41.9% | +189.2% | -147.3% | +15.9% |
| 5Y | +40.9% | +50.4% | -9.6% | +27.5% |
| All | +124.6% | +101.4% | +23.2% | +86.2% |
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