+899.8%
XLV vs HAS
+746.1%
+153.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.0% |
| 7D | -2.6% | -3.1% | +0.5% | -2.0% |
| 30D | +0.9% | -2.7% | +3.6% | +1.4% |
| 3M | +10.0% | +8.9% | +1.1% | +7.8% |
| 6M | +10.4% | -2.9% | +13.3% | +10.5% |
| YTD | +8.9% | +12.6% | -3.8% | +5.4% |
| 1Y | +23.4% | +17.5% | +5.9% | +18.2% |
| 3Y | +33.1% | +46.2% | -13.1% | +19.3% |
| 5Y | +33.3% | +12.6% | +20.7% | +24.2% |
| 10Y | +170.8% | +55.7% | +115.1% | +122.1% |
| All | +899.8% | +746.1% | +153.7% | +416.3% |
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 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