+308.5%
CSCO vs HAS
+97.5%
+210.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -6.0% |
| 7D | +1.9% | +1.4% | +0.5% | +1.5% |
| 30D | -15.8% | +26.3% | -42.1% | -21.2% |
| 3M | -15.4% | +25.6% | -41.0% | -20.8% |
| 6M | -5.4% | +30.3% | -35.7% | -12.8% |
| YTD | +26.5% | +50.4% | -23.9% | +11.3% |
| 1Y | +25.9% | +57.7% | -31.8% | +9.1% |
| 3Y | +97.5% | +213.4% | -115.8% | +35.8% |
| 5Y | +93.0% | +49.1% | +43.9% | +63.8% |
| All | +308.5% | +97.5% | +210.9% | +202.7% |
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