+571.7%
QQQ vs HAS
+54.3%
+517.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.0% | -4.8% | +5.8% | +2.4% |
| 30D | -0.6% | -5.1% | +4.5% | +0.8% |
| 3M | +1.3% | +6.4% | -5.1% | -0.8% |
| 6M | +18.1% | -5.6% | +23.8% | +19.1% |
| YTD | +16.9% | +11.0% | +5.9% | +11.9% |
| 1Y | +24.0% | +16.8% | +7.2% | +16.7% |
| 3Y | +95.6% | +44.0% | +51.6% | +68.6% |
| 5Y | +94.5% | +11.0% | +83.5% | +78.9% |
| 10Y | +571.7% | +56.0% | +515.7% | +446.1% |
| All | +571.7% | +54.3% | +517.5% | +446.1% |
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