+140.0%
QQQM vs HAS
+72.8%
+67.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | -6.7% | +26.3% | -33.0% | -12.5% |
| 3M | -7.0% | +25.6% | -32.6% | -12.7% |
| 6M | -4.6% | +30.3% | -34.9% | -11.9% |
| YTD | +11.1% | +50.4% | -39.3% | -2.1% |
| 1Y | +12.3% | +57.7% | -45.4% | -2.5% |
| 3Y | +83.6% | +213.4% | -129.7% | +25.5% |
| 5Y | +78.1% | +49.1% | +29.0% | +53.4% |
| All | +140.0% | +72.8% | +67.1% | +100.2% |
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