+876.0%
MSFT vs HAS
+56.8%
+819.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | +2.7% | +2.3% | +0.4% | +2.1% |
| 3M | +17.0% | +10.4% | +6.6% | +13.5% |
| 6M | +23.8% | -3.2% | +27.1% | +23.8% |
| YTD | +4.0% | +15.4% | -11.4% | -1.5% |
| 1Y | -0.8% | +18.8% | -19.6% | -7.0% |
| 3Y | +55.6% | +43.9% | +11.7% | +34.1% |
| 5Y | +72.9% | +13.9% | +59.0% | +57.9% |
| All | +876.0% | +56.8% | +819.1% | +694.3% |
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