+189,363.8%
CSCO vs HAS
+4,611.5%
+184,752.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -10.2% | -0.2% | -10.0% | -10.1% |
| 30D | -20.1% | +31.0% | -51.1% | -26.9% |
| 3M | -22.4% | +30.7% | -53.0% | -29.1% |
| 6M | +2.8% | +23.9% | -21.1% | -5.1% |
| YTD | +23.6% | +48.3% | -24.7% | +7.1% |
| 1Y | +34.0% | +60.2% | -26.2% | +13.2% |
| 3Y | +89.3% | +189.2% | -100.0% | +28.0% |
| 5Y | +87.9% | +50.4% | +37.4% | +53.5% |
| 10Y | +314.9% | +104.2% | +210.7% | +183.6% |
| All | +189,363.8% | +4,611.5% | +184,752.3% | +36,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling