+307.7%
ARKK vs HAS
+206.0%
+101.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.6% | +1.4% | -2.0% | -1.2% |
| 30D | -11.2% | +26.3% | -37.5% | -19.9% |
| 3M | -9.2% | +25.6% | -34.8% | -18.0% |
| 6M | -3.9% | +30.3% | -34.2% | -15.3% |
| YTD | -2.5% | +50.4% | -52.9% | -19.9% |
| 1Y | -2.7% | +57.7% | -60.4% | -21.9% |
| 3Y | +87.9% | +213.4% | -125.5% | +9.2% |
| 5Y | -35.7% | +49.1% | -84.7% | -49.1% |
| 10Y | +299.2% | +98.5% | +200.7% | +166.6% |
| All | +307.7% | +206.0% | +101.8% | +156.6% |
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