+52.8%
IONQ vs HAS
+50.4%
+2.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.6% |
| 3M | -17.9% | +30.7% | -48.5% | -32.3% |
| 6M | -37.9% | +23.9% | -61.9% | -48.2% |
| YTD | -27.3% | +48.3% | -75.6% | -47.9% |
| 1Y | -43.2% | +60.2% | -103.4% | -62.1% |
| 3Y | +191.0% | +189.2% | +1.8% | +6.7% |
| All | +52.8% | +50.4% | +2.4% | +18.2% |
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