-5.5%
ADSK vs HAS
+43.5%
-49.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.3% |
| 7D | -14.5% | -4.8% | -9.7% | -13.7% |
| 30D | -19.3% | -5.1% | -14.2% | -18.5% |
| 3M | -7.8% | +6.4% | -14.2% | -9.0% |
| 6M | -20.8% | -5.6% | -15.1% | -20.2% |
| YTD | -30.2% | +11.0% | -41.2% | -32.3% |
| 1Y | -36.5% | +16.8% | -53.2% | -39.2% |
| All | -5.5% | +43.5% | -49.0% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling