+16.8%
HAS vs TRU
-16.5%
+33.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -4.8% | -6.5% | +1.6% | -4.0% |
| 30D | -5.1% | -2.5% | -2.6% | -4.8% |
| 3M | +6.4% | +10.4% | -4.0% | +4.9% |
| 6M | -5.6% | +1.6% | -7.3% | -6.0% |
| YTD | +11.0% | -9.7% | +20.7% | +12.8% |
| 1Y | +16.8% | -17.3% | +34.0% | +19.3% |
| All | +16.8% | -16.5% | +33.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling