+38.7%
KMB vs HAS
+106.1%
-67.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.0% |
| 7D | +3.4% | +2.2% | +1.2% | +3.1% |
| 30D | +14.7% | +29.6% | -14.9% | +10.8% |
| 3M | +3.3% | +30.3% | -27.0% | -0.3% |
| 6M | +16.8% | +25.6% | -8.8% | +13.0% |
| YTD | +15.2% | +50.8% | -35.6% | +8.7% |
| 1Y | +13.3% | +63.0% | -49.7% | +5.8% |
| 3Y | +5.4% | +211.6% | -206.1% | -10.5% |
| 5Y | +2.7% | +50.4% | -47.7% | -5.2% |
| 10Y | +38.7% | +101.9% | -63.2% | +23.1% |
| All | +38.7% | +106.1% | -67.4% | +23.1% |
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