+37.2%
IONQ vs HAS
+52.6%
-15.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.7% | -8.9% | -9.4% |
| 7D | -16.7% | 0.0% | -16.7% | -16.6% |
| 30D | -38.9% | +31.3% | -70.3% | -49.5% |
| 3M | -33.8% | +32.1% | -65.9% | -45.8% |
| 6M | -44.9% | +28.1% | -73.1% | -55.1% |
| YTD | -41.1% | +49.1% | -90.2% | -58.0% |
| 1Y | -52.3% | +60.5% | -112.8% | -68.2% |
| 3Y | +128.2% | +183.9% | -55.6% | -14.9% |
| 5Y | +37.2% | +51.2% | -14.1% | +2.2% |
| All | +37.2% | +52.6% | -15.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling