-53.2%
TE vs HAS
+14.8%
-67.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -4.0% | -1.8% | -2.2% | -3.5% |
| 30D | -15.9% | +2.3% | -18.2% | -16.4% |
| 3M | -60.5% | +10.4% | -70.9% | -61.9% |
| 6M | -35.2% | -3.2% | -32.0% | -35.9% |
| YTD | -31.1% | +15.4% | -46.5% | -36.3% |
| 1Y | +148.6% | +18.8% | +129.8% | +127.2% |
| 3Y | -26.4% | +43.9% | -70.3% | -39.1% |
| 5Y | -48.0% | +13.9% | -61.9% | -56.2% |
| All | -53.2% | +14.8% | -67.9% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling