+18.5%
HAS vs TENB
+1.3%
+17.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.8% | -1.7% | -3.2% | -4.6% |
| 30D | -5.1% | -8.3% | +3.1% | -4.1% |
| 3M | +6.4% | +26.2% | -19.8% | -0.2% |
| 6M | -5.6% | +60.2% | -65.8% | -16.6% |
| YTD | +11.0% | +43.1% | -32.1% | -0.1% |
| 1Y | +16.8% | +9.4% | +7.4% | +11.2% |
| 3Y | +44.0% | -23.9% | +67.9% | +44.8% |
| 5Y | +11.0% | -28.2% | +39.2% | +7.8% |
| All | +18.5% | +1.3% | +17.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TENB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling