+42.7%
AMGN vs HAS
+58.8%
-16.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +13.1% | +26.6% | -13.5% | +8.3% |
| 3M | +12.9% | +29.0% | -16.1% | +7.8% |
| 6M | +40.8% | +30.6% | +10.2% | +33.6% |
| YTD | +45.6% | +51.5% | -5.9% | +33.7% |
| 1Y | +42.7% | +58.5% | -15.7% | +28.0% |
| All | +42.7% | +58.8% | -16.0% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling