+60.9%
HAS vs TLN
-8.6%
+69.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.7% |
| 7D | +3.3% | +1.1% | +2.2% | +3.2% |
| 30D | +30.5% | -4.6% | +35.1% | +30.6% |
| 3M | +29.9% | +5.2% | +24.6% | +29.7% |
| 6M | +26.5% | -6.5% | +33.1% | +28.1% |
| YTD | +51.9% | -3.6% | +55.6% | +54.2% |
| 1Y | +60.9% | -8.2% | +69.2% | +62.9% |
| All | +60.9% | -8.6% | +69.5% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling