+767.4%
GOOG vs HAS
+59.3%
+708.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -2.5% | -3.1% | +0.6% | -1.7% |
| 30D | -3.6% | -6.4% | +2.8% | -1.9% |
| 3M | -6.4% | +10.4% | -16.8% | -9.3% |
| 6M | +7.8% | -3.7% | +11.4% | +8.1% |
| YTD | +5.5% | +12.5% | -7.0% | +1.0% |
| 1Y | +38.3% | +19.8% | +18.4% | +29.7% |
| 3Y | +143.1% | +46.0% | +97.1% | +109.6% |
| 5Y | +135.0% | +12.5% | +122.5% | +115.8% |
| All | +767.4% | +59.3% | +708.0% | +607.7% |
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