+139.9%
IBM vs HAS
+102.6%
+37.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | -2.2% | +3.3% | -5.5% | -3.0% |
| 30D | +7.7% | +30.5% | -22.9% | +0.8% |
| 3M | +3.5% | +29.9% | -26.4% | -3.1% |
| 6M | +7.2% | +26.5% | -19.4% | +0.7% |
| YTD | -15.8% | +51.9% | -67.7% | -24.8% |
| 1Y | -19.3% | +60.9% | -80.2% | -29.0% |
| 3Y | +78.0% | +215.0% | -137.0% | +28.4% |
| 5Y | +143.0% | +51.5% | +91.5% | +109.9% |
| 10Y | +139.9% | +102.2% | +37.7% | +79.1% |
| All | +139.9% | +102.6% | +37.3% | +79.1% |
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