+149.9%
IBM vs HAS
+106.1%
+43.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -2.5% | +2.2% | -4.7% | -3.0% |
| 30D | +8.4% | +29.6% | -21.2% | +1.7% |
| 3M | +4.5% | +30.3% | -25.8% | -2.2% |
| 6M | +7.9% | +25.6% | -17.7% | +1.5% |
| YTD | -15.2% | +50.8% | -66.0% | -24.2% |
| 1Y | -17.6% | +63.0% | -80.6% | -27.8% |
| 3Y | +82.1% | +211.6% | -129.5% | +31.7% |
| 5Y | +143.3% | +50.4% | +92.9% | +110.5% |
| 10Y | +149.9% | +101.9% | +48.0% | +86.8% |
| All | +149.9% | +106.1% | +43.8% | +86.8% |
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 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