+144.7%
IONQ vs HAS
+59.3%
+85.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -49.2% |
| 3M | -33.8% | +32.1% | -65.9% | -45.5% |
| 6M | -44.9% | +28.1% | -73.1% | -54.9% |
| YTD | -41.1% | +49.1% | -90.2% | -57.5% |
| 1Y | -52.3% | +60.5% | -112.8% | -67.7% |
| 3Y | +128.2% | +183.9% | -55.6% | -9.3% |
| 5Y | +37.2% | +51.2% | -14.1% | -0.4% |
| All | +144.7% | +59.3% | +85.5% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling