+144.6%
IBM vs HAS
+51.6%
+93.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.5% | +3.3% | -4.8% | -2.0% |
| 30D | +8.4% | +30.5% | -22.1% | +3.8% |
| 3M | +4.2% | +29.9% | -25.7% | -0.3% |
| 6M | +7.9% | +26.5% | -18.6% | +3.6% |
| YTD | -15.2% | +51.9% | -67.1% | -21.3% |
| 1Y | -18.7% | +60.9% | -79.6% | -25.3% |
| 3Y | +79.2% | +215.0% | -135.8% | +46.3% |
| All | +144.6% | +51.6% | +93.0% | +124.9% |
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 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