+214.2%
ADSK vs HAS
+59.3%
+154.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | -10.9% | -3.1% | -7.9% | -10.0% |
| 30D | -15.9% | -6.4% | -9.5% | -14.0% |
| 3M | -4.4% | +10.4% | -14.8% | -7.8% |
| 6M | -16.6% | -3.7% | -13.0% | -16.5% |
| YTD | -28.5% | +12.5% | -41.0% | -32.3% |
| 1Y | -34.6% | +19.8% | -54.5% | -39.7% |
| 3Y | -3.5% | +46.0% | -49.4% | -19.6% |
| 5Y | -25.6% | +12.5% | -38.1% | -32.6% |
| All | +214.2% | +59.3% | +154.8% | +153.8% |
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