+113.3%
CSCO vs HAS
+13.4%
+99.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | -15.7% | +10.4% | -26.0% | -18.0% |
| 6M | +36.3% | -3.2% | +39.5% | +36.3% |
| YTD | +43.8% | +15.4% | +28.4% | +37.3% |
| 1Y | +63.9% | +18.8% | +45.1% | +54.9% |
| 3Y | +104.4% | +43.9% | +60.4% | +80.0% |
| All | +113.3% | +13.4% | +99.9% | +113.3% |
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