+324.2%
CSCO vs HAS
+102.6%
+221.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | -4.7% | +3.3% | -7.9% | -5.5% |
| 30D | -17.1% | +30.5% | -47.6% | -23.1% |
| 3M | -19.6% | +29.9% | -49.5% | -25.5% |
| 6M | +2.4% | +26.5% | -24.1% | -4.8% |
| YTD | +29.8% | +51.9% | -22.2% | +13.9% |
| 1Y | +38.7% | +60.9% | -22.2% | +19.5% |
| 3Y | +101.3% | +215.0% | -113.7% | +38.3% |
| 5Y | +94.8% | +51.5% | +43.3% | +64.6% |
| 10Y | +324.2% | +102.2% | +222.0% | +213.3% |
| All | +324.2% | +102.6% | +221.6% | +213.3% |
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