+421.1%
WMT vs HAS
+59.3%
+361.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -2.5% | -3.1% | +0.6% | -2.1% |
| 30D | -6.4% | -6.4% | 0.0% | -5.6% |
| 3M | -12.1% | +10.4% | -22.5% | -13.4% |
| 6M | -15.0% | -3.7% | -11.3% | -14.8% |
| YTD | -4.5% | +12.5% | -16.9% | -6.5% |
| 1Y | +6.2% | +19.8% | -13.7% | +2.9% |
| 3Y | +99.9% | +46.0% | +53.9% | +85.7% |
| 5Y | +131.4% | +12.5% | +119.0% | +120.5% |
| All | +421.1% | +59.3% | +361.7% | +360.2% |
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