+4,166.8%
DELL vs HAS
+56.6%
+4,110.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | +25.6% | -3.1% | +28.7% | +27.0% |
| 30D | +17.7% | -2.7% | +20.4% | +18.6% |
| 3M | +33.4% | +8.9% | +24.5% | +28.2% |
| 6M | +266.2% | -2.9% | +269.1% | +263.5% |
| YTD | +328.0% | +12.6% | +315.4% | +301.6% |
| 1Y | +339.6% | +17.5% | +322.1% | +305.0% |
| 3Y | +694.6% | +46.2% | +648.4% | +561.2% |
| 5Y | +1,122.0% | +12.6% | +1,109.4% | +998.5% |
| All | +4,166.8% | +56.6% | +4,110.2% | +3,178.4% |
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