+561.3%
XLP vs HAS
+1,019.9%
-458.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +11.6% | +31.3% | -19.8% | +6.6% |
| 3M | +7.6% | +32.1% | -24.5% | +2.7% |
| 6M | +10.0% | +28.1% | -18.1% | +5.2% |
| YTD | +19.7% | +49.1% | -29.4% | +11.4% |
| 1Y | +23.5% | +60.5% | -37.1% | +13.4% |
| 3Y | +44.0% | +183.9% | -139.9% | +18.4% |
| 5Y | +42.7% | +51.2% | -8.5% | +28.5% |
| 10Y | +131.3% | +105.3% | +26.1% | +89.1% |
| All | +561.3% | +1,019.9% | -458.6% | +280.8% |
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