+70.4%
HAS vs TRU
+238.0%
-167.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.6% |
| 7D | -1.8% | -6.8% | +5.0% | +0.6% |
| 30D | +2.3% | 0.0% | +2.2% | +2.1% |
| 3M | +10.4% | +13.3% | -2.9% | +4.5% |
| 6M | -3.2% | +3.4% | -6.7% | -5.9% |
| YTD | +15.4% | -6.4% | +21.8% | +15.2% |
| 1Y | +18.8% | -9.7% | +28.5% | +19.5% |
| 3Y | +43.9% | +0.1% | +43.8% | +32.6% |
| 5Y | +13.9% | -34.0% | +47.9% | +21.3% |
| 10Y | +56.4% | +147.9% | -91.5% | +9.0% |
| All | +70.4% | +238.0% | -167.6% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling