+18.9%
WBD vs HAS
+53.6%
-34.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -4.0% | +18.2% | +15.9% |
| 7D | +14.2% | -4.0% | +18.2% | +15.9% |
| 30D | +14.2% | -4.0% | +18.2% | +15.9% |
| 3M | +14.2% | -4.0% | +18.2% | +15.9% |
| 6M | +13.3% | +4.1% | +9.2% | +10.4% |
| YTD | +7.4% | +15.2% | -7.8% | -1.0% |
| 1Y | +63.0% | +25.7% | +37.3% | +43.9% |
| 3Y | +206.7% | +74.6% | +132.1% | +127.8% |
| 5Y | +18.4% | +29.7% | -11.3% | -1.1% |
| All | +18.9% | +53.6% | -34.7% | -11.0% |
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