+253.8%
INTC vs HAS
+53.3%
+200.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.4% | +11.4% | +9.9% |
| 7D | +17.4% | -3.1% | +20.5% | +18.6% |
| 30D | +2.8% | -2.7% | +5.5% | +3.5% |
| 3M | -5.3% | +8.9% | -14.2% | -8.6% |
| 6M | +140.6% | -2.9% | +143.5% | +139.5% |
| YTD | +183.1% | +12.6% | +170.5% | +165.5% |
| 1Y | +326.8% | +17.5% | +309.3% | +293.5% |
| 3Y | +179.4% | +46.2% | +133.2% | +131.4% |
| 5Y | +111.7% | +12.6% | +99.2% | +89.9% |
| 10Y | +253.8% | +55.7% | +198.1% | +175.6% |
| All | +253.8% | +53.3% | +200.6% | +175.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling