-13.3%
IBM vs HAS
+66.3%
-79.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.2% |
| 7D | +0.4% | +2.4% | -2.0% | +0.1% |
| 30D | +14.8% | +31.6% | -16.8% | +10.4% |
| 3M | +8.9% | +33.9% | -24.9% | +4.5% |
| 6M | +12.4% | +31.4% | -19.0% | +8.2% |
| YTD | -12.4% | +51.6% | -64.0% | -18.7% |
| 1Y | -13.3% | +65.2% | -78.4% | -23.8% |
| All | -13.3% | +66.3% | -79.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling