+167.4%
IONQ vs HAS
+60.6%
+106.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.7% | -5.9% |
| 7D | -11.5% | +1.4% | -12.8% | -12.1% |
| 30D | -8.1% | +26.3% | -34.4% | -21.3% |
| 3M | -35.8% | +25.6% | -61.4% | -45.2% |
| 6M | -47.7% | +30.3% | -78.0% | -57.5% |
| YTD | -35.6% | +50.4% | -86.0% | -53.7% |
| 1Y | -36.4% | +57.7% | -94.1% | -56.2% |
| 3Y | +150.0% | +213.4% | -63.3% | -8.5% |
| 5Y | +43.3% | +49.1% | -5.8% | +4.7% |
| All | +167.4% | +60.6% | +106.8% | +86.0% |
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