+11.0%
HAS vs TDY
+33.5%
-22.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -4.1% |
| 30D | -5.1% | -13.8% | +8.6% | +0.5% |
| 3M | +6.4% | -3.9% | +10.3% | +7.7% |
| 6M | -5.6% | -9.0% | +3.3% | -2.8% |
| YTD | +11.0% | +16.5% | -5.6% | +2.5% |
| 1Y | +16.8% | +9.3% | +7.5% | +10.6% |
| 3Y | +44.0% | +45.1% | -1.1% | +19.0% |
| 5Y | +11.0% | +35.0% | -24.0% | -8.8% |
| All | +11.0% | +33.5% | -22.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling