+889.0%
MSFT vs HAS
+101.4%
+787.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.7% | -0.2% | +1.8% | +1.8% |
| 30D | +0.2% | +31.0% | -30.9% | -7.0% |
| 3M | +6.4% | +30.7% | -24.3% | -1.2% |
| 6M | +28.7% | +23.9% | +4.8% | +20.6% |
| YTD | +10.4% | +48.3% | -37.9% | -2.4% |
| 1Y | +7.6% | +60.2% | -52.6% | -7.1% |
| 3Y | +52.3% | +189.2% | -136.9% | +6.3% |
| 5Y | +64.5% | +50.4% | +14.1% | +39.1% |
| All | +889.0% | +101.4% | +787.7% | +639.0% |
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 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