+32.4%
XLY vs HAS
+45.4%
-13.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.8% |
| 7D | -3.9% | -3.1% | -0.8% | -3.1% |
| 30D | -6.1% | -6.4% | +0.3% | -4.5% |
| 3M | -1.2% | +10.4% | -11.5% | -3.9% |
| 6M | -1.8% | -3.7% | +1.9% | -1.5% |
| YTD | -5.9% | +12.5% | -18.3% | -9.8% |
| 1Y | -3.1% | +19.8% | -22.9% | -9.0% |
| All | +32.4% | +45.4% | -13.0% | +12.2% |
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