+62.2%
HAS vs TENB
+26.2%
+36.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.7% | +1.4% |
| 7D | +3.3% | -10.8% | +14.0% | +5.2% |
| 30D | +30.5% | +0.9% | +29.7% | +29.9% |
| 3M | +29.9% | +14.3% | +15.6% | +25.4% |
| 6M | +26.5% | +92.2% | -65.7% | +8.3% |
| YTD | +51.9% | +78.3% | -26.4% | +30.7% |
| 1Y | +60.9% | +49.5% | +11.4% | +43.5% |
| 3Y | +215.0% | +12.2% | +202.8% | +193.8% |
| 5Y | +51.5% | -22.4% | +73.9% | +45.2% |
| All | +62.2% | +26.2% | +36.0% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling