+137.3%
ADBE vs HAS
+97.5%
+39.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +1.0% | +26.3% | -25.3% | -6.1% |
| 3M | -10.1% | +25.6% | -35.7% | -16.4% |
| 6M | +3.0% | +30.3% | -27.3% | -5.7% |
| YTD | -30.5% | +50.4% | -80.9% | -39.8% |
| 1Y | -27.1% | +57.7% | -84.9% | -37.9% |
| 3Y | -58.8% | +213.4% | -272.2% | -72.7% |
| 5Y | -63.0% | +49.1% | -112.1% | -69.0% |
| All | +137.3% | +97.5% | +39.8% | +76.2% |
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