+22.7%
XLP vs HAS
+58.1%
-35.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +2.5% | +1.4% | +1.1% | +2.3% |
| 30D | +7.3% | +26.3% | -19.0% | +4.5% |
| 3M | +8.1% | +25.6% | -17.5% | +5.2% |
| 6M | +10.5% | +30.3% | -19.8% | +7.3% |
| YTD | +21.2% | +50.4% | -29.2% | +15.3% |
| 1Y | +22.7% | +57.7% | -35.0% | +15.9% |
| All | +22.7% | +58.1% | -35.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling