+533.2%
XYZ vs HAS
+74.6%
+458.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.0% | -1.8% | +0.8% | 0.0% |
| 30D | -1.7% | +2.3% | -4.0% | -2.9% |
| 3M | +16.7% | +10.4% | +6.4% | +10.2% |
| 6M | +26.9% | -3.2% | +30.1% | +27.2% |
| YTD | +27.1% | +15.4% | +11.7% | +15.1% |
| 1Y | +9.3% | +18.8% | -9.5% | -2.7% |
| 3Y | +42.3% | +43.9% | -1.7% | +9.6% |
| 5Y | -69.3% | +13.9% | -83.2% | -72.8% |
| 10Y | +586.8% | +56.4% | +530.4% | +377.8% |
| All | +533.2% | +74.6% | +458.6% | +305.6% |
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 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