+76.5%
HAS vs TLN
+583.6%
-507.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.8% |
| 7D | -1.8% | +7.1% | -8.9% | -2.3% |
| 30D | +2.3% | -3.9% | +6.2% | +2.5% |
| 3M | +10.4% | -16.2% | +26.5% | +11.6% |
| 6M | -3.2% | -5.8% | +2.6% | -3.4% |
| YTD | +15.4% | -15.4% | +30.8% | +16.1% |
| 1Y | +18.8% | -16.7% | +35.5% | +19.4% |
| 3Y | +43.9% | +473.8% | -429.8% | +6.1% |
| All | +76.5% | +583.6% | -507.0% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling