+89.3%
CSCO vs HAS
+181.4%
-92.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -10.2% | -0.2% | -10.0% | -10.1% |
| 30D | -20.1% | +31.0% | -51.1% | -24.1% |
| 3M | -22.4% | +30.7% | -53.0% | -26.4% |
| 6M | +2.8% | +23.9% | -21.1% | -1.7% |
| YTD | +23.6% | +48.3% | -24.7% | +13.3% |
| 1Y | +34.0% | +60.2% | -26.2% | +20.6% |
| 3Y | +89.3% | +189.2% | -100.0% | +39.6% |
| All | +89.3% | +181.4% | -92.2% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling