+2,413.6%
IBM vs HAS
+3,598.5%
-1,184.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +0.3% | +2.3% | -2.0% | -0.3% |
| 3M | -21.6% | +10.4% | -32.0% | -23.5% |
| 6M | -4.7% | -3.2% | -1.5% | -4.7% |
| YTD | -19.1% | +15.4% | -34.5% | -22.3% |
| 1Y | -2.5% | +18.8% | -21.3% | -7.2% |
| 3Y | +74.2% | +43.9% | +30.2% | +55.1% |
| 5Y | +113.1% | +13.9% | +99.2% | +96.3% |
| 10Y | +133.5% | +56.4% | +77.1% | +90.9% |
| All | +2,413.6% | +3,598.5% | -1,184.9% | +888.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling