+202.0%
IONQ vs HAS
+58.4%
+143.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +23.9% | +23.8% |
| 7D | +8.6% | -0.2% | +8.7% | +8.7% |
| 30D | -21.1% | +31.0% | -52.1% | -34.3% |
| 3M | -17.9% | +30.7% | -48.5% | -31.9% |
| 6M | -37.9% | +23.9% | -61.9% | -48.0% |
| YTD | -27.3% | +48.3% | -75.6% | -47.3% |
| 1Y | -43.2% | +60.2% | -103.4% | -61.6% |
| 3Y | +191.0% | +189.2% | +1.8% | +13.6% |
| 5Y | +69.3% | +50.4% | +18.9% | +23.3% |
| All | +202.0% | +58.4% | +143.6% | +111.6% |
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