+49.6%
PFE vs HAS
+106.1%
-56.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -4.7% | +2.2% | -6.9% | -5.0% |
| 30D | +3.4% | +29.6% | -26.2% | -1.0% |
| 3M | +9.2% | +30.3% | -21.0% | +4.4% |
| 6M | +15.8% | +25.6% | -9.8% | +11.1% |
| YTD | +23.4% | +50.8% | -27.4% | +14.6% |
| 1Y | +25.8% | +63.0% | -37.2% | +15.3% |
| 3Y | +17.8% | +211.6% | -193.7% | -4.1% |
| 5Y | -20.2% | +50.4% | -70.6% | -27.7% |
| 10Y | +49.6% | +101.9% | -52.3% | +21.9% |
| All | +49.6% | +106.1% | -56.5% | +21.9% |
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