-21.0%
ADSK vs HAS
+52.7%
-73.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -3.7% | +2.0% | -5.7% | -4.4% |
| 30D | +11.3% | +30.9% | -19.6% | +1.6% |
| 3M | +3.3% | +28.8% | -25.4% | -5.2% |
| 6M | +10.1% | +32.3% | -22.2% | -0.4% |
| YTD | -12.2% | +54.7% | -66.8% | -25.7% |
| 1Y | -13.9% | +63.2% | -77.1% | -28.6% |
| 3Y | +23.5% | +220.7% | -197.2% | -27.3% |
| All | -21.0% | +52.7% | -73.7% | -28.7% |
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