+9.0%
HAS vs TPG
+74.1%
-65.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | -1.1% | -9.4% | +8.4% | +1.8% |
| 30D | -2.8% | -5.3% | +2.5% | -1.5% |
| 3M | +10.1% | +12.9% | -2.8% | +5.5% |
| 6M | -1.4% | +20.1% | -21.5% | -7.8% |
| YTD | +14.2% | -22.5% | +36.7% | +21.6% |
| 1Y | +18.2% | -19.7% | +37.9% | +23.8% |
| 3Y | +48.6% | +81.2% | -32.6% | +13.1% |
| All | +9.0% | +74.1% | -65.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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