+233.4%
IQV vs HAS
+54.3%
+179.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -2.6% | -4.8% | +2.2% | -0.9% |
| 30D | +6.2% | -5.1% | +11.3% | +8.0% |
| 3M | +38.0% | +6.4% | +31.6% | +34.9% |
| 6M | +43.9% | -5.6% | +49.6% | +45.4% |
| YTD | +14.0% | +11.0% | +3.0% | +8.4% |
| 1Y | +35.5% | +16.8% | +18.7% | +26.4% |
| 3Y | +20.3% | +44.0% | -23.7% | +2.0% |
| 5Y | -1.6% | +11.0% | -12.6% | -10.6% |
| 10Y | +233.4% | +56.0% | +177.4% | +159.2% |
| All | +233.4% | +54.3% | +179.2% | +159.2% |
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 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