+1,101.4%
XLY vs HAS
+733.5%
+367.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.8% |
| 7D | -2.1% | -4.8% | +2.8% | -0.4% |
| 30D | -6.0% | -5.1% | -0.9% | -4.3% |
| 3M | -2.7% | +6.4% | -9.1% | -5.2% |
| 6M | -1.5% | -5.6% | +4.2% | -0.5% |
| YTD | -5.4% | +11.0% | -16.4% | -10.0% |
| 1Y | -3.8% | +16.8% | -20.6% | -10.3% |
| 3Y | +36.6% | +44.0% | -7.5% | +14.8% |
| 5Y | +27.4% | +11.0% | +16.4% | +15.6% |
| 10Y | +218.2% | +56.0% | +162.2% | +136.0% |
| All | +1,101.4% | +733.5% | +367.9% | +337.8% |
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 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