+259.5%
ADSK vs HAS
+97.5%
+162.0%
-52.0%
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% | +2.2% |
| 7D | +1.0% | +1.4% | -0.3% | +0.5% |
| 30D | +14.4% | +26.3% | -11.9% | +5.7% |
| 3M | +2.5% | +25.6% | -23.1% | -5.2% |
| 6M | +14.5% | +30.3% | -15.8% | +4.0% |
| YTD | -10.7% | +50.4% | -61.0% | -23.4% |
| 1Y | -11.0% | +57.7% | -68.7% | -25.0% |
| 3Y | +25.9% | +213.4% | -187.5% | -20.3% |
| 5Y | -19.7% | +49.1% | -68.8% | -33.9% |
| All | +259.5% | +97.5% | +162.0% | +167.8% |
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