+544.2%
WMT vs HAS
+97.5%
+446.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +2.0% | +1.4% | +0.7% | +1.8% |
| 30D | +10.3% | +26.3% | -16.0% | +6.8% |
| 3M | +11.0% | +25.6% | -14.6% | +7.5% |
| 6M | -2.3% | +30.3% | -32.6% | -6.1% |
| YTD | +15.7% | +50.4% | -34.7% | +8.8% |
| 1Y | +26.0% | +57.7% | -31.7% | +17.6% |
| 3Y | +136.5% | +213.4% | -76.9% | +97.2% |
| 5Y | +176.8% | +49.1% | +127.8% | +153.8% |
| All | +544.2% | +97.5% | +446.7% | +445.5% |
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