-80.4%
LYFT vs HAS
+40.4%
-120.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.2% |
| 7D | -8.4% | -1.1% | -7.3% | -7.8% |
| 30D | -7.6% | -2.8% | -4.8% | -6.1% |
| 3M | +11.7% | +10.1% | +1.6% | +5.6% |
| 6M | +15.1% | -1.4% | +16.5% | +13.9% |
| YTD | -20.9% | +14.2% | -35.1% | -28.4% |
| 1Y | -16.4% | +18.2% | -34.6% | -26.3% |
| 3Y | +35.2% | +48.6% | -13.4% | -0.1% |
| 5Y | -69.4% | +14.2% | -83.6% | -73.9% |
| All | -80.4% | +40.4% | -120.8% | -87.6% |
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