+109.3%
INTC vs HAS
+106.1%
+3.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.9% |
| 7D | -1.0% | +2.2% | -3.2% | -1.7% |
| 30D | -43.3% | +29.6% | -72.9% | -48.2% |
| 3M | -41.6% | +30.3% | -71.9% | -47.0% |
| 6M | -52.5% | +25.6% | -78.1% | -56.7% |
| YTD | +60.9% | +50.8% | +10.1% | +35.8% |
| 1Y | +55.7% | +63.0% | -7.3% | +27.6% |
| 3Y | +59.2% | +211.6% | -152.4% | 0.0% |
| 5Y | +25.0% | +50.4% | -25.4% | +1.1% |
| 10Y | +109.3% | +101.9% | +7.4% | +45.1% |
| All | +109.3% | +106.1% | +3.2% | +45.1% |
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