+34.0%
CSCO vs HAS
+59.5%
-25.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -10.2% | -0.2% | -10.0% | -10.2% |
| 30D | -20.1% | +31.0% | -51.1% | -21.8% |
| 3M | -22.4% | +30.7% | -53.0% | -24.2% |
| 6M | +2.8% | +23.9% | -21.1% | +1.1% |
| YTD | +23.6% | +48.3% | -24.7% | +20.9% |
| 1Y | +34.0% | +60.2% | -26.2% | +30.5% |
| All | +34.0% | +59.5% | -25.4% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling