+4,459.5%
XOM vs HAS
+4,857.2%
-397.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.0% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | -3.2% | +30.9% | -34.1% | -8.2% |
| 3M | +5.0% | +28.8% | -23.8% | -0.3% |
| 6M | +12.9% | +32.3% | -19.5% | +6.3% |
| YTD | +41.3% | +54.7% | -13.4% | +28.4% |
| 1Y | +43.2% | +63.2% | -20.0% | +28.7% |
| 3Y | +77.3% | +220.7% | -143.4% | +37.1% |
| 5Y | +204.8% | +53.3% | +151.5% | +167.8% |
| 10Y | +197.1% | +104.2% | +92.9% | +138.7% |
| All | +4,459.5% | +4,857.2% | -397.6% | +2,067.2% |
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 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