+306.4%
CSCO vs HAS
+101.4%
+205.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -10.2% | -0.2% | -10.0% | -10.1% |
| 30D | -20.1% | +31.0% | -51.1% | -26.0% |
| 3M | -22.1% | +30.7% | -52.7% | -27.9% |
| 6M | +3.2% | +23.9% | -20.7% | -3.6% |
| YTD | +24.1% | +48.3% | -24.2% | +9.6% |
| 1Y | +34.6% | +60.2% | -25.7% | +16.1% |
| 3Y | +90.0% | +189.2% | -99.2% | +33.8% |
| 5Y | +88.6% | +50.4% | +38.2% | +59.5% |
| All | +306.4% | +101.4% | +205.1% | +202.6% |
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