+750.9%
GOOGL vs HAS
+53.3%
+697.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | +1.1% | -3.1% | +4.2% | +1.9% |
| 30D | -4.4% | -2.7% | -1.7% | -3.8% |
| 3M | -6.8% | +8.9% | -15.7% | -9.3% |
| 6M | +13.6% | -2.9% | +16.5% | +13.7% |
| YTD | +8.3% | +12.6% | -4.3% | +3.7% |
| 1Y | +44.9% | +17.5% | +27.5% | +36.8% |
| 3Y | +150.5% | +46.2% | +104.3% | +116.0% |
| 5Y | +137.7% | +12.6% | +125.1% | +118.4% |
| 10Y | +750.9% | +55.7% | +695.2% | +596.0% |
| All | +750.9% | +53.3% | +697.7% | +596.0% |
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