+543.0%
XYZ vs HAS
+125.5%
+417.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | +9.2% | 0.0% | +9.2% | +9.5% |
| 30D | +9.8% | +31.3% | -21.5% | -5.4% |
| 3M | -0.2% | +32.1% | -32.3% | -14.4% |
| 6M | +18.0% | +28.1% | -10.2% | +1.7% |
| YTD | +29.1% | +49.1% | -20.0% | +1.5% |
| 1Y | +14.1% | +60.5% | -46.4% | -13.9% |
| 3Y | +72.6% | +183.9% | -111.2% | -9.1% |
| 5Y | -64.6% | +51.2% | -115.8% | -73.0% |
| 10Y | +590.0% | +105.3% | +484.7% | +313.7% |
| All | +543.0% | +125.5% | +417.5% | +257.6% |
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