+13,444.1%
GOOG vs HAS
+917.4%
+12,526.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | -6.8% | +2.3% | -9.1% | -7.6% |
| 3M | -9.1% | +10.4% | -19.4% | -12.4% |
| 6M | +10.7% | -3.2% | +14.0% | +10.9% |
| YTD | +7.1% | +15.4% | -8.3% | +0.9% |
| 1Y | +44.6% | +18.8% | +25.8% | +34.6% |
| 3Y | +147.4% | +43.9% | +103.5% | +108.5% |
| 5Y | +133.8% | +13.9% | +119.9% | +110.4% |
| 10Y | +777.5% | +56.4% | +721.1% | +542.3% |
| All | +13,444.1% | +917.4% | +12,526.7% | +4,846.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling