+59.1%
T vs HAS
+102.4%
-43.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.6% | +3.3% | -0.7% | +2.0% |
| 30D | -1.1% | +30.5% | -31.6% | -5.9% |
| 3M | -7.7% | +29.9% | -37.6% | -12.2% |
| 6M | -10.6% | +26.5% | -37.2% | -14.8% |
| YTD | -7.5% | +51.9% | -59.4% | -15.0% |
| 1Y | -7.4% | +60.9% | -68.3% | -15.9% |
| 3Y | +63.1% | +215.0% | -151.9% | +26.1% |
| 5Y | +55.2% | +51.5% | +3.7% | +38.2% |
| All | +59.1% | +102.4% | -43.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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