+126.9%
HAS vs TLN
+630.2%
-503.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.0% |
| 7D | -0.2% | -1.3% | +1.2% | -0.2% |
| 30D | +31.0% | -10.5% | +41.5% | +31.8% |
| 3M | +30.7% | +0.1% | +30.6% | +30.1% |
| 6M | +23.9% | -17.4% | +41.3% | +25.3% |
| YTD | +48.3% | -9.7% | +58.0% | +47.9% |
| 1Y | +60.2% | -12.3% | +72.5% | +60.0% |
| 3Y | +189.2% | +528.3% | -339.1% | +108.9% |
| All | +126.9% | +630.2% | -503.4% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling