-0.1%
KMB vs HAS
+51.6%
-51.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | +6.0% | +3.3% | +2.8% | +5.6% |
| 30D | +13.5% | +30.5% | -17.0% | +9.4% |
| 3M | +3.8% | +29.9% | -26.1% | +0.1% |
| 6M | +15.6% | +26.5% | -11.0% | +11.7% |
| YTD | +14.0% | +51.9% | -37.9% | +7.4% |
| 1Y | +12.9% | +60.9% | -48.0% | +5.6% |
| 3Y | +3.7% | +215.0% | -211.3% | -12.2% |
| 5Y | -0.1% | +51.5% | -51.6% | -6.1% |
| All | -0.1% | +51.6% | -51.6% | -6.1% |
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 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