+215.2%
XLY vs HAS
+61.8%
+153.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | -4.2% | -2.8% | -1.4% | -3.3% |
| 3M | -2.7% | +10.1% | -12.8% | -6.0% |
| 6M | -0.6% | -1.4% | +0.7% | -1.1% |
| YTD | -5.0% | +14.2% | -19.2% | -10.3% |
| 1Y | -4.1% | +18.2% | -22.3% | -10.6% |
| 3Y | +33.6% | +48.6% | -15.0% | +12.0% |
| 5Y | +28.7% | +14.2% | +14.5% | +16.5% |
| All | +215.2% | +61.8% | +153.4% | +151.4% |
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