+54.1%
T vs HAS
+106.1%
-52.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +1.7% | +2.2% | -0.5% | +1.3% |
| 30D | -1.7% | +29.6% | -31.3% | -6.4% |
| 3M | -7.3% | +30.3% | -37.6% | -11.9% |
| 6M | -11.2% | +25.6% | -36.8% | -15.2% |
| YTD | -8.1% | +50.8% | -58.9% | -15.4% |
| 1Y | -8.0% | +63.0% | -71.0% | -16.7% |
| 3Y | +62.1% | +211.6% | -149.4% | +25.6% |
| 5Y | +55.7% | +50.4% | +5.3% | +38.9% |
| 10Y | +54.1% | +101.9% | -47.8% | +26.2% |
| All | +54.1% | +106.1% | -52.0% | +26.2% |
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