-70.4%
LYFT vs HAS
+13.9%
-84.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +11.7% | +10.1% | +1.6% | +6.1% |
| 6M | +15.1% | -1.4% | +16.5% | +14.1% |
| YTD | -20.9% | +14.2% | -35.1% | -28.1% |
| 1Y | -16.4% | +18.2% | -34.6% | -25.9% |
| 3Y | +35.2% | +48.6% | -13.4% | -0.4% |
| All | -70.4% | +13.9% | -84.4% | -73.0% |
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