+56.0%
HAS vs TRI
+190.6%
-134.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -4.8% | -8.4% | +3.6% | -2.4% |
| 30D | -5.1% | -6.5% | +1.3% | -3.5% |
| 3M | +6.4% | +18.6% | -12.2% | -1.1% |
| 6M | -5.6% | -10.4% | +4.8% | -4.0% |
| YTD | +11.0% | -23.7% | +34.7% | +19.7% |
| 1Y | +16.8% | -42.5% | +59.2% | +42.9% |
| 3Y | +44.0% | -19.3% | +63.3% | +44.7% |
| 5Y | +11.0% | -9.7% | +20.6% | +3.0% |
| 10Y | +56.0% | +194.4% | -138.4% | -7.5% |
| All | +56.0% | +190.6% | -134.6% | -7.5% |
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