-76.7%
TE vs HAS
+50.0%
-126.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.4% |
| 7D | -10.5% | +2.2% | -12.7% | -11.0% |
| 30D | -32.4% | +29.6% | -62.0% | -37.0% |
| 3M | -60.9% | +30.3% | -91.1% | -63.6% |
| 6M | -62.8% | +25.6% | -88.4% | -65.6% |
| YTD | -65.7% | +50.8% | -116.5% | -70.5% |
| 1Y | -39.9% | +63.0% | -102.9% | -49.9% |
| 3Y | +10.6% | +211.6% | -200.9% | -25.7% |
| 5Y | -79.7% | +50.4% | -130.1% | -84.1% |
| All | -76.7% | +50.0% | -126.6% | -81.7% |
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