+100.2%
AMCR vs HAS
+320.2%
-220.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.9% | -1.8% | -0.1% | -1.4% |
| 30D | -4.1% | +2.3% | -6.4% | -4.6% |
| 3M | +21.7% | +10.4% | +11.3% | +18.7% |
| 6M | +1.5% | -3.2% | +4.7% | +1.8% |
| YTD | +13.1% | +15.4% | -2.3% | +8.8% |
| 1Y | +13.0% | +18.8% | -5.8% | +7.8% |
| 3Y | +6.9% | +43.9% | -37.0% | -4.2% |
| 5Y | -10.5% | +13.9% | -24.4% | -16.8% |
| 10Y | +20.9% | +56.4% | -35.5% | +3.4% |
| All | +100.2% | +320.2% | -220.0% | +71.6% |
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 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