+121.2%
INTC vs HAS
+106.0%
+15.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +6.9% |
| 7D | +7.3% | +2.0% | +5.3% | +6.6% |
| 30D | -38.3% | +30.9% | -69.3% | -43.9% |
| 3M | -36.0% | +28.8% | -64.8% | -41.7% |
| 6M | -51.7% | +32.3% | -84.1% | -56.8% |
| YTD | +69.4% | +54.7% | +14.7% | +41.8% |
| 1Y | +65.0% | +63.2% | +1.8% | +35.3% |
| 3Y | +63.0% | +220.7% | -157.7% | +1.4% |
| 5Y | +33.4% | +53.3% | -20.0% | +7.2% |
| 10Y | +121.2% | +104.2% | +17.0% | +52.6% |
| All | +121.2% | +106.0% | +15.2% | +52.6% |
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