+1,587.5%
AMAT vs HAS
+56.4%
+1,531.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | -1.8% | +0.3% | -0.7% |
| 30D | -14.8% | +2.3% | -17.1% | -15.8% |
| 3M | -9.3% | +10.4% | -19.6% | -13.6% |
| 6M | +27.4% | -3.2% | +30.6% | +27.3% |
| YTD | +77.6% | +15.4% | +62.2% | +63.3% |
| 1Y | +188.9% | +18.8% | +170.1% | +162.1% |
| 3Y | +202.3% | +43.9% | +158.4% | +144.3% |
| 5Y | +248.9% | +13.9% | +235.0% | +209.9% |
| All | +1,587.5% | +56.4% | +1,531.1% | +1,162.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling