+754.6%
HAS vs TDY
+7,137.3%
-6,382.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | +2.3% | -10.7% | +13.0% | +5.0% |
| 3M | +10.4% | -1.3% | +11.6% | +10.5% |
| 6M | -3.2% | -10.6% | +7.3% | -1.0% |
| YTD | +15.4% | +19.6% | -4.2% | +10.0% |
| 1Y | +18.8% | +11.6% | +7.2% | +15.0% |
| 3Y | +43.9% | +45.2% | -1.3% | +30.0% |
| 5Y | +13.9% | +36.1% | -22.2% | +4.1% |
| 10Y | +56.4% | +458.8% | -402.4% | +5.8% |
| All | +754.6% | +7,137.3% | -6,382.8% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling