+157.1%
HPQ vs HAS
+106.0%
+51.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.2% |
| 7D | -3.2% | +2.0% | -5.2% | -4.0% |
| 30D | -3.0% | +30.9% | -34.0% | -12.7% |
| 3M | +0.6% | +28.8% | -28.2% | -9.0% |
| 6M | +36.6% | +32.3% | +4.2% | +21.6% |
| YTD | +35.0% | +54.7% | -19.7% | +12.0% |
| 1Y | +23.1% | +63.2% | -40.2% | -0.1% |
| 3Y | +18.6% | +220.7% | -202.0% | -27.7% |
| 5Y | +10.3% | +53.3% | -43.0% | -12.0% |
| 10Y | +157.1% | +104.2% | +52.8% | +72.4% |
| All | +157.1% | +106.0% | +51.0% | +72.4% |
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