+634.6%
XYZ vs HAS
+102.6%
+532.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.8% |
| 7D | +12.6% | +3.3% | +9.3% | +10.9% |
| 30D | +10.8% | +30.5% | -19.7% | -4.6% |
| 3M | +8.4% | +29.9% | -21.5% | -6.5% |
| 6M | +14.3% | +26.5% | -12.2% | -1.0% |
| YTD | +31.5% | +51.9% | -20.5% | +1.7% |
| 1Y | +28.1% | +60.9% | -32.8% | -4.1% |
| 3Y | +66.2% | +215.0% | -148.8% | -19.0% |
| 5Y | -62.3% | +51.5% | -113.8% | -71.5% |
| 10Y | +634.6% | +102.2% | +532.3% | +337.1% |
| All | +634.6% | +102.6% | +532.0% | +337.1% |
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