+100.6%
HAS vs TRI
+220.3%
-119.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.3% | -1.6% | +4.9% | +3.7% |
| 30D | +30.5% | +5.0% | +25.5% | +28.1% |
| 3M | +29.9% | +4.6% | +25.3% | +26.9% |
| 6M | +26.5% | +18.3% | +8.3% | +16.6% |
| YTD | +51.9% | -14.7% | +66.7% | +57.4% |
| 1Y | +60.9% | -16.7% | +77.6% | +68.4% |
| 3Y | +215.0% | -11.3% | +226.3% | +206.9% |
| 5Y | +51.5% | -0.6% | +52.1% | +36.1% |
| All | +100.6% | +220.3% | -119.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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