+96.0%
GOOG vs HAS
+51.6%
+44.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.4% | +3.3% | -0.9% | +1.5% |
| 30D | -18.1% | +30.5% | -48.6% | -24.0% |
| 3M | -19.9% | +29.9% | -49.8% | -25.7% |
| 6M | -28.2% | +26.5% | -54.7% | -33.1% |
| YTD | -9.0% | +51.9% | -61.0% | -20.2% |
| 1Y | -1.7% | +60.9% | -62.6% | -15.4% |
| 3Y | +114.5% | +215.0% | -100.4% | +39.8% |
| All | +96.0% | +51.6% | +44.4% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling