+139,699.0%
MSFT vs HAS
+4,755.6%
+134,943.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.9% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | -3.8% | +26.6% | -30.4% | -9.6% |
| 3M | +6.4% | +29.0% | -22.6% | -0.6% |
| 6M | +28.8% | +30.6% | -1.8% | +19.3% |
| YTD | +8.8% | +51.5% | -42.7% | -3.6% |
| 1Y | +3.2% | +58.5% | -55.3% | -9.8% |
| 3Y | +44.8% | +214.1% | -169.3% | +3.0% |
| 5Y | +61.8% | +50.2% | +11.6% | +37.7% |
| 10Y | +897.9% | +100.0% | +797.9% | +646.3% |
| All | +139,699.0% | +4,755.6% | +134,943.3% | +38,736.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling