+9.1%
TE vs HAS
+212.5%
-203.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.9% |
| 7D | -19.1% | +1.4% | -20.4% | -19.3% |
| 30D | -34.1% | +26.3% | -60.4% | -37.2% |
| 3M | -60.1% | +25.6% | -85.7% | -62.0% |
| 6M | -66.0% | +30.3% | -96.2% | -68.3% |
| YTD | -71.4% | +50.4% | -121.8% | -75.7% |
| 1Y | -45.3% | +57.7% | -103.0% | -54.8% |
| 3Y | +9.1% | +213.4% | -204.2% | -51.7% |
| All | +9.1% | +212.5% | -203.4% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling