+217.2%
HPQ vs HAS
+59.3%
+157.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +3.5% | -3.1% | +6.6% | +4.7% |
| 30D | +13.7% | -6.4% | +20.1% | +16.6% |
| 3M | +33.9% | +10.4% | +23.5% | +28.6% |
| 6M | +80.9% | -3.7% | +84.6% | +81.6% |
| YTD | +52.6% | +12.5% | +40.1% | +43.5% |
| 1Y | +21.2% | +19.8% | +1.4% | +11.0% |
| 3Y | +26.9% | +46.0% | -19.1% | +4.9% |
| 5Y | +41.1% | +12.5% | +28.6% | +27.0% |
| All | +217.2% | +59.3% | +157.8% | +151.7% |
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