+4,261.5%
XOM vs HAS
+3,598.5%
+663.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +1.8% | -1.8% | +3.6% | +2.1% |
| 30D | +5.9% | +2.3% | +3.6% | +5.3% |
| 3M | +5.6% | +10.4% | -4.8% | +3.2% |
| 6M | +7.9% | -3.2% | +11.1% | +7.8% |
| YTD | +35.2% | +15.4% | +19.8% | +30.2% |
| 1Y | +46.0% | +18.8% | +27.2% | +39.6% |
| 3Y | +55.0% | +43.9% | +11.1% | +40.1% |
| 5Y | +246.3% | +13.9% | +232.4% | +222.6% |
| 10Y | +181.0% | +56.4% | +124.6% | +138.1% |
| All | +4,261.5% | +3,598.5% | +663.1% | +2,098.2% |
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