+103.6%
CSCO vs HAS
+54.3%
+49.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.2% |
| 30D | -12.6% | +30.9% | -43.6% | -18.1% |
| 3M | -16.0% | +28.8% | -44.8% | -21.1% |
| 6M | +2.8% | +32.3% | -29.5% | -4.4% |
| YTD | +33.2% | +54.7% | -21.5% | +18.4% |
| 1Y | +43.1% | +63.2% | -20.1% | +25.3% |
| 3Y | +106.7% | +220.7% | -114.0% | +45.7% |
| 5Y | +103.6% | +53.3% | +50.2% | +88.8% |
| All | +103.6% | +54.3% | +49.2% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling