+45.7%
IONQ vs HAS
+48.2%
-2.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.6% |
| 3M | -35.8% | +25.6% | -61.4% | -45.4% |
| 6M | -47.7% | +30.3% | -78.0% | -57.7% |
| YTD | -35.6% | +50.4% | -86.0% | -54.2% |
| 1Y | -36.4% | +57.7% | -94.1% | -56.8% |
| 3Y | +150.0% | +213.4% | -63.3% | -14.5% |
| All | +45.7% | +48.2% | -2.5% | +21.4% |
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