+4,745.6%
ADSK vs HAS
+3,598.5%
+1,147.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.1% |
| 7D | -16.4% | -1.8% | -14.6% | -15.9% |
| 30D | -9.2% | +2.3% | -11.5% | -10.0% |
| 3M | -6.7% | +10.4% | -17.1% | -10.2% |
| 6M | -15.5% | -3.2% | -12.3% | -15.5% |
| YTD | -26.4% | +15.4% | -41.8% | -31.0% |
| 1Y | -31.9% | +18.8% | -50.7% | -37.0% |
| 3Y | -1.0% | +43.9% | -44.9% | -17.2% |
| 5Y | -24.5% | +13.9% | -38.4% | -32.2% |
| 10Y | +220.4% | +56.4% | +164.0% | +139.6% |
| All | +4,745.6% | +3,598.5% | +1,147.1% | +1,137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling