+248.8%
EQIX vs HAS
+54.3%
+194.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +2.3% | -4.8% | +7.2% | +3.4% |
| 30D | +0.4% | -5.1% | +5.6% | +1.5% |
| 3M | -1.1% | +6.4% | -7.5% | -2.7% |
| 6M | +11.5% | -5.6% | +17.1% | +12.0% |
| YTD | +38.2% | +11.0% | +27.2% | +33.5% |
| 1Y | +36.7% | +16.8% | +19.9% | +30.2% |
| 3Y | +44.1% | +44.0% | 0.0% | +28.4% |
| 5Y | +34.8% | +11.0% | +23.9% | +25.5% |
| 10Y | +248.8% | +56.0% | +192.8% | +187.4% |
| All | +248.8% | +54.3% | +194.5% | +187.4% |
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