+331.8%
ARKK vs HAS
+61.8%
+270.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.1% |
| 7D | -3.1% | -1.1% | -2.0% | -2.6% |
| 30D | +2.7% | -2.8% | +5.5% | +3.9% |
| 3M | +10.8% | +10.1% | +0.7% | +5.4% |
| 6M | +14.4% | -1.4% | +15.7% | +13.5% |
| YTD | +8.7% | +14.2% | -5.5% | +0.2% |
| 1Y | +6.7% | +18.2% | -11.4% | -3.3% |
| 3Y | +87.4% | +48.6% | +38.8% | +47.9% |
| 5Y | -29.5% | +14.2% | -43.7% | -37.7% |
| All | +331.8% | +61.8% | +270.0% | +226.6% |
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 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