+61.8%
MSFT vs HAS
+49.5%
+12.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | -3.8% | +26.6% | -30.4% | -8.8% |
| 3M | +6.4% | +29.0% | -22.6% | +0.4% |
| 6M | +28.8% | +30.6% | -1.8% | +20.6% |
| YTD | +8.8% | +51.5% | -42.7% | -2.5% |
| 1Y | +3.2% | +58.5% | -55.3% | -8.8% |
| 3Y | +44.8% | +214.1% | -169.3% | +0.2% |
| 5Y | +61.8% | +50.2% | +11.6% | +51.1% |
| All | +61.8% | +49.5% | +12.3% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling