+9.0%
MSFT vs HAS
+66.3%
-57.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +6.6% |
| 7D | +4.7% | +2.4% | +2.2% | +4.6% |
| 30D | +5.8% | +31.6% | -25.8% | +5.5% |
| 3M | +13.0% | +33.9% | -20.9% | +12.6% |
| 6M | +34.9% | +31.4% | +3.5% | +34.0% |
| YTD | +15.7% | +51.6% | -36.0% | +16.0% |
| 1Y | +9.0% | +65.2% | -56.2% | +9.0% |
| All | +9.0% | +66.3% | -57.4% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling