+149.8%
QQQM vs HAS
+29.3%
+120.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | -1.4% | -6.4% | +5.0% | +0.4% |
| 3M | +2.2% | +10.4% | -8.2% | -1.0% |
| 6M | +16.9% | -3.7% | +20.6% | +17.1% |
| YTD | +15.7% | +12.5% | +3.2% | +10.4% |
| 1Y | +22.7% | +19.8% | +2.8% | +14.7% |
| 3Y | +93.9% | +46.0% | +48.0% | +67.5% |
| 5Y | +94.6% | +12.5% | +82.1% | +80.8% |
| All | +149.8% | +29.3% | +120.6% | +125.8% |
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