+2,521.8%
IBM vs HAS
+4,652.9%
-2,131.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | +11.1% | +31.0% | -19.9% | +4.5% |
| 3M | +5.7% | +30.7% | -25.0% | -0.6% |
| 6M | +10.1% | +23.9% | -13.8% | +4.4% |
| YTD | -15.6% | +48.3% | -63.9% | -23.5% |
| 1Y | -19.5% | +60.2% | -79.8% | -28.4% |
| 3Y | +80.4% | +189.2% | -108.8% | +37.5% |
| 5Y | +140.0% | +50.4% | +89.6% | +107.7% |
| 10Y | +155.0% | +104.2% | +50.8% | +96.3% |
| All | +2,521.8% | +4,652.9% | -2,131.1% | +873.6% |
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