+362.3%
CSCO vs HAS
+56.8%
+305.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -10.1% | +2.3% | -12.4% | -10.8% |
| 3M | -15.7% | +10.4% | -26.0% | -18.3% |
| 6M | +36.3% | -3.2% | +39.5% | +36.2% |
| YTD | +43.8% | +15.4% | +28.4% | +36.5% |
| 1Y | +63.9% | +18.8% | +45.1% | +53.9% |
| 3Y | +104.4% | +43.9% | +60.4% | +76.7% |
| 5Y | +111.4% | +13.9% | +97.5% | +93.4% |
| All | +362.3% | +56.8% | +305.4% | +274.4% |
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