+58.0%
HAS vs TDY
+472.2%
-414.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -3.1% | -1.9% | -1.2% | -2.2% |
| 30D | -6.4% | -12.5% | +6.1% | -0.8% |
| 3M | +10.4% | -0.8% | +11.2% | +10.4% |
| 6M | -3.7% | -9.0% | +5.3% | -0.4% |
| YTD | +12.5% | +16.8% | -4.3% | +3.4% |
| 1Y | +19.8% | +9.5% | +10.4% | +13.1% |
| 3Y | +46.0% | +45.4% | +0.6% | +18.9% |
| 5Y | +12.5% | +37.8% | -25.3% | -7.3% |
| All | +58.0% | +472.2% | -414.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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