+990.2%
IBKR vs HAS
+61.8%
+928.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | -1.3% | -1.1% | -0.3% | -1.0% |
| 30D | -0.2% | -2.8% | +2.6% | +0.6% |
| 3M | +3.0% | +10.1% | -7.1% | -0.3% |
| 6M | +33.9% | -1.4% | +35.2% | +33.4% |
| YTD | +42.5% | +14.2% | +28.3% | +35.9% |
| 1Y | +44.9% | +18.2% | +26.7% | +36.7% |
| 3Y | +293.0% | +48.6% | +244.4% | +238.9% |
| 5Y | +497.7% | +14.2% | +483.4% | +450.8% |
| All | +990.2% | +61.8% | +928.4% | +789.2% |
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