+917.3%
MSFT vs HAS
+102.4%
+815.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +2.3% | +3.3% | -0.9% | +1.5% |
| 30D | -0.4% | +30.5% | -30.9% | -7.4% |
| 3M | +5.6% | +29.9% | -24.3% | -1.8% |
| 6M | +29.0% | +26.5% | +2.4% | +20.1% |
| YTD | +10.9% | +51.9% | -41.0% | -2.6% |
| 1Y | +6.2% | +60.9% | -54.7% | -8.3% |
| 3Y | +47.6% | +215.0% | -167.4% | +0.4% |
| 5Y | +67.9% | +51.5% | +16.4% | +41.8% |
| All | +917.3% | +102.4% | +815.0% | +656.7% |
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