+23.8%
ADSK vs HAS
+221.5%
-197.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -3.7% | +2.0% | -5.7% | -4.1% |
| 30D | +11.3% | +30.9% | -19.6% | +5.2% |
| 3M | +3.3% | +28.8% | -25.4% | -2.1% |
| 6M | +10.1% | +32.3% | -22.2% | +3.6% |
| YTD | -12.2% | +54.7% | -66.8% | -20.6% |
| 1Y | -13.9% | +63.2% | -77.1% | -23.2% |
| All | +23.8% | +221.5% | -197.7% | -10.6% |
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