+6,406.4%
AMD vs HAS
+56.4%
+6,350.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | +2.6% | -1.8% | +4.4% | +3.4% |
| 30D | -0.9% | +2.3% | -3.2% | -2.0% |
| 3M | -8.7% | +10.4% | -19.1% | -13.1% |
| 6M | +136.3% | -3.2% | +139.6% | +135.7% |
| YTD | +123.0% | +15.4% | +107.6% | +104.1% |
| 1Y | +195.2% | +18.8% | +176.4% | +165.7% |
| 3Y | +336.3% | +43.9% | +292.4% | +248.1% |
| 5Y | +334.5% | +13.9% | +320.6% | +284.0% |
| All | +6,406.4% | +56.4% | +6,350.0% | +4,842.3% |
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