+10,310.1%
NVDA vs HAS
+106.1%
+10,204.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.9% |
| 7D | -11.6% | +2.2% | -13.7% | -12.3% |
| 30D | -22.1% | +29.6% | -51.6% | -29.9% |
| 3M | -20.1% | +30.3% | -50.4% | -28.5% |
| 6M | -16.8% | +25.6% | -42.4% | -25.0% |
| YTD | -4.0% | +50.8% | -54.8% | -20.6% |
| 1Y | -4.8% | +63.0% | -67.8% | -24.0% |
| 3Y | +281.7% | +211.6% | +70.1% | +120.1% |
| 5Y | +485.4% | +50.4% | +435.0% | +366.7% |
| 10Y | +10,310.1% | +101.9% | +10,208.2% | +7,082.1% |
| All | +10,310.1% | +106.1% | +10,204.0% | +7,082.1% |
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 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