+148.5%
GOOG vs HAS
+44.6%
+103.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.9% |
| 30D | -6.8% | +2.3% | -9.1% | -7.2% |
| 3M | -9.1% | +10.4% | -19.4% | -10.7% |
| 6M | +10.7% | -3.2% | +14.0% | +10.9% |
| YTD | +7.1% | +15.4% | -8.3% | +3.9% |
| 1Y | +44.6% | +18.8% | +25.8% | +39.5% |
| All | +148.5% | +44.6% | +103.9% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling