+2,662.4%
DELL vs HAS
+97.5%
+2,564.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.4% | -6.9% |
| 7D | +4.9% | +1.4% | +3.5% | +4.5% |
| 30D | -32.1% | +26.3% | -58.4% | -37.5% |
| 3M | -30.2% | +25.6% | -55.8% | -35.8% |
| 6M | +41.7% | +30.3% | +11.5% | +27.1% |
| YTD | +176.6% | +50.4% | +126.2% | +133.9% |
| 1Y | +159.9% | +57.7% | +102.2% | +115.8% |
| 3Y | +388.0% | +213.4% | +174.6% | +208.3% |
| 5Y | +578.2% | +49.1% | +529.1% | +452.0% |
| All | +2,662.4% | +97.5% | +2,564.8% | +1,837.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling