+13.7%
WBD vs HAS
+54.3%
-40.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | -1.7% | -4.8% | +3.2% | +0.4% |
| 30D | +3.9% | -5.1% | +9.0% | +6.1% |
| 3M | +5.1% | +6.4% | -1.3% | +1.6% |
| 6M | +0.6% | -5.6% | +6.2% | +1.4% |
| YTD | -3.2% | +11.0% | -14.1% | -9.9% |
| 1Y | +127.7% | +16.8% | +110.9% | +106.1% |
| 3Y | +146.6% | +44.0% | +102.5% | +97.5% |
| 5Y | +4.2% | +11.0% | -6.8% | -8.3% |
| 10Y | +13.7% | +56.0% | -42.3% | -13.2% |
| All | +13.7% | +54.3% | -40.6% | -13.2% |
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