-28.2%
ADSK vs HAS
+10.8%
-39.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | -14.5% | -4.8% | -9.7% | -13.1% |
| 30D | -19.3% | -5.1% | -14.2% | -17.9% |
| 3M | -7.8% | +6.4% | -14.2% | -10.0% |
| 6M | -20.8% | -5.6% | -15.1% | -20.0% |
| YTD | -30.2% | +11.0% | -41.2% | -33.9% |
| 1Y | -36.5% | +16.8% | -53.2% | -41.1% |
| 3Y | -5.7% | +44.0% | -49.8% | -21.4% |
| 5Y | -28.2% | +11.0% | -39.2% | -24.8% |
| All | -28.2% | +10.8% | -39.0% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling