+12.6%
HAS vs TRU
-35.2%
+47.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.5% |
| 7D | -3.1% | -7.2% | +4.1% | -0.9% |
| 30D | -2.7% | -2.8% | +0.1% | -2.0% |
| 3M | +8.9% | +13.0% | -4.1% | +4.0% |
| 6M | -2.9% | +0.7% | -3.6% | -4.3% |
| YTD | +12.6% | -9.0% | +21.6% | +13.8% |
| 1Y | +17.5% | -16.3% | +33.8% | +21.7% |
| 3Y | +46.2% | -1.1% | +47.3% | +38.3% |
| 5Y | +12.6% | -36.0% | +48.6% | +18.7% |
| All | +12.6% | -35.2% | +47.8% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling