+31.0%
XLV vs HAS
+45.4%
-14.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -4.4% | -3.1% | -1.3% | -3.9% |
| 30D | -1.4% | -6.4% | +5.0% | -0.4% |
| 3M | +8.9% | +10.4% | -1.5% | +7.1% |
| 6M | +9.1% | -3.7% | +12.8% | +9.3% |
| YTD | +7.9% | +12.5% | -4.5% | +5.2% |
| 1Y | +22.7% | +19.8% | +2.9% | +18.3% |
| All | +31.0% | +45.4% | -14.4% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling