+566.3%
XLP vs HAS
+1,039.0%
-472.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.9% |
| 7D | +5.9% | +2.4% | +3.4% | +5.5% |
| 30D | +13.5% | +31.6% | -18.2% | +8.4% |
| 3M | +8.4% | +33.9% | -25.5% | +3.2% |
| 6M | +11.5% | +31.4% | -19.9% | +6.3% |
| YTD | +20.6% | +51.6% | -31.0% | +11.9% |
| 1Y | +24.3% | +65.2% | -40.9% | +13.7% |
| 3Y | +45.1% | +188.7% | -143.7% | +18.9% |
| 5Y | +44.6% | +55.7% | -11.1% | +29.6% |
| 10Y | +133.1% | +108.8% | +24.3% | +90.0% |
| All | +566.3% | +1,039.0% | -472.8% | +282.6% |
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