-16.7%
IBM vs HAS
+58.1%
-74.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | +9.2% | +26.3% | -17.1% | +5.7% |
| 3M | +4.9% | +25.6% | -20.7% | +1.6% |
| 6M | +16.8% | +30.3% | -13.5% | +12.6% |
| YTD | -14.3% | +50.4% | -64.6% | -19.6% |
| 1Y | -16.7% | +57.7% | -74.4% | -22.9% |
| All | -16.7% | +58.1% | -74.8% | -22.9% |
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