+60,958.4%
AMGN vs HAS
+3,598.5%
+57,359.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +1.1% | -1.8% | +2.9% | +1.5% |
| 30D | +7.8% | +2.3% | +5.6% | +7.3% |
| 3M | +27.3% | +10.4% | +16.9% | +24.6% |
| 6M | +16.8% | -3.2% | +20.1% | +17.1% |
| YTD | +36.3% | +15.4% | +20.9% | +31.7% |
| 1Y | +60.4% | +18.8% | +41.6% | +53.9% |
| 3Y | +86.3% | +43.9% | +42.4% | +68.9% |
| 5Y | +125.7% | +13.9% | +111.8% | +110.1% |
| 10Y | +247.0% | +56.4% | +190.6% | +185.7% |
| All | +60,958.4% | +3,598.5% | +57,359.9% | +22,371.7% |
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