+152.6%
XRT vs HAS
+106.1%
+46.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.0% |
| 7D | +2.5% | +2.2% | +0.3% | +1.7% |
| 30D | +10.3% | +29.6% | -19.2% | 0.0% |
| 3M | +2.4% | +30.3% | -27.9% | -7.5% |
| 6M | +10.0% | +25.6% | -15.6% | 0.0% |
| YTD | +9.5% | +50.8% | -41.3% | -7.8% |
| 1Y | +17.2% | +63.0% | -45.9% | -4.4% |
| 3Y | +62.0% | +211.6% | -149.6% | +0.6% |
| 5Y | -2.1% | +50.4% | -52.5% | -21.1% |
| 10Y | +152.6% | +101.9% | +50.7% | +74.6% |
| All | +152.6% | +106.1% | +46.5% | +74.6% |
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