+52.3%
MSFT vs HAS
+181.4%
-129.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +0.2% | +31.0% | -30.9% | -2.8% |
| 3M | +6.4% | +30.7% | -24.3% | +3.2% |
| 6M | +28.7% | +23.9% | +4.8% | +25.4% |
| YTD | +10.4% | +48.3% | -37.9% | +4.6% |
| 1Y | +7.6% | +60.2% | -52.6% | +0.7% |
| 3Y | +52.3% | +189.2% | -136.9% | +35.7% |
| All | +52.3% | +181.4% | -129.1% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling