+115.5%
IBM vs HAS
+13.4%
+102.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | +0.3% | +2.3% | -2.0% | -0.1% |
| 3M | -21.6% | +10.4% | -32.0% | -22.9% |
| 6M | -4.7% | -3.2% | -1.5% | -4.6% |
| YTD | -19.1% | +15.4% | -34.5% | -21.3% |
| 1Y | -2.5% | +18.8% | -21.3% | -5.8% |
| 3Y | +74.2% | +43.9% | +30.2% | +61.6% |
| All | +115.5% | +13.4% | +102.1% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling