+15,200.7%
NVDA vs HAS
+54.3%
+15,146.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -0.3% | -4.8% | +4.5% | +1.6% |
| 30D | +2.8% | -5.1% | +7.9% | +4.8% |
| 3M | +7.4% | +6.4% | +1.1% | +4.1% |
| 6M | +22.6% | -5.6% | +28.3% | +23.7% |
| YTD | +20.1% | +11.0% | +9.1% | +12.6% |
| 1Y | +31.2% | +16.8% | +14.4% | +19.9% |
| 3Y | +391.7% | +44.0% | +347.7% | +295.2% |
| 5Y | +911.9% | +11.0% | +900.9% | +813.2% |
| 10Y | +15,200.7% | +56.0% | +15,144.7% | +11,726.8% |
| All | +15,200.7% | +54.3% | +15,146.4% | +11,726.8% |
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