-50.0%
TE vs HAS
+10.3%
-60.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | +15.0% | -4.8% | +19.8% | +16.5% |
| 30D | -7.5% | -5.1% | -2.4% | -6.2% |
| 3M | -42.0% | +6.4% | -48.3% | -43.4% |
| 6M | -31.4% | -5.6% | -25.8% | -31.8% |
| YTD | -26.5% | +11.0% | -37.5% | -31.3% |
| 1Y | +153.1% | +16.8% | +136.3% | +131.8% |
| 3Y | -20.7% | +44.0% | -64.7% | -34.4% |
| 5Y | -45.4% | +11.0% | -56.4% | -53.6% |
| All | -50.0% | +10.3% | -60.3% | -57.3% |
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