+1,237.1%
AAPL vs HAS
+54.3%
+1,182.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -3.0% | -4.8% | +1.9% | -1.5% |
| 30D | +2.3% | -5.1% | +7.4% | +3.8% |
| 3M | +8.6% | +6.4% | +2.2% | +6.2% |
| 6M | +21.6% | -5.6% | +27.2% | +22.6% |
| YTD | +16.3% | +11.0% | +5.3% | +11.4% |
| 1Y | +35.1% | +16.8% | +18.3% | +27.1% |
| 3Y | +79.4% | +44.0% | +35.3% | +54.5% |
| 5Y | +109.8% | +11.0% | +98.9% | +92.7% |
| 10Y | +1,237.1% | +56.0% | +1,181.1% | +986.4% |
| All | +1,237.1% | +54.3% | +1,182.8% | +986.4% |
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