+868.6%
MSFT vs HAS
+53.3%
+815.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.6% |
| 30D | -1.0% | -2.7% | +1.7% | -0.3% |
| 3M | +20.2% | +8.9% | +11.3% | +17.0% |
| 6M | +21.3% | -2.9% | +24.2% | +21.1% |
| YTD | +2.8% | +12.6% | -9.9% | -2.0% |
| 1Y | 0.0% | +17.5% | -17.5% | -6.1% |
| 3Y | +51.2% | +46.2% | +5.0% | +29.5% |
| 5Y | +71.4% | +12.6% | +58.9% | +57.0% |
| 10Y | +868.6% | +55.7% | +812.9% | +688.3% |
| All | +868.6% | +53.3% | +815.3% | +688.3% |
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