+159.7%
GILD vs HAS
+61.8%
+97.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -4.8% | -1.1% | -3.8% | -4.7% |
| 30D | +5.8% | -2.8% | +8.6% | +6.2% |
| 3M | +14.9% | +10.1% | +4.8% | +13.2% |
| 6M | -0.4% | -1.4% | +1.0% | -0.5% |
| YTD | +18.5% | +14.2% | +4.4% | +15.7% |
| 1Y | +25.1% | +18.2% | +6.9% | +21.5% |
| 3Y | +105.9% | +48.6% | +57.3% | +90.9% |
| 5Y | +143.0% | +14.2% | +128.8% | +131.7% |
| All | +159.7% | +61.8% | +97.9% | +127.0% |
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