+169.4%
XLV vs HAS
+61.8%
+107.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -1.8% | -2.8% | +1.0% | -1.3% |
| 3M | +7.8% | +10.1% | -2.3% | +5.6% |
| 6M | +9.1% | -1.4% | +10.5% | +8.9% |
| YTD | +7.7% | +14.2% | -6.4% | +4.2% |
| 1Y | +20.4% | +18.2% | +2.2% | +15.5% |
| 3Y | +30.8% | +48.6% | -17.8% | +17.8% |
| 5Y | +34.6% | +14.2% | +20.4% | +26.5% |
| All | +169.4% | +61.8% | +107.6% | +127.8% |
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 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