+299.4%
TEL vs HAS
+54.3%
+245.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +1.2% | -4.8% | +6.1% | +3.0% |
| 30D | -4.1% | -5.1% | +1.0% | -2.3% |
| 3M | -2.6% | +6.4% | -9.0% | -4.9% |
| 6M | 0.0% | -5.6% | +5.7% | +1.3% |
| YTD | -9.1% | +11.0% | -20.0% | -13.4% |
| 1Y | -0.8% | +16.8% | -17.6% | -7.5% |
| 3Y | +67.4% | +44.0% | +23.3% | +40.3% |
| 5Y | +51.8% | +11.0% | +40.8% | +38.5% |
| 10Y | +299.4% | +56.0% | +243.4% | +216.6% |
| All | +299.4% | +54.3% | +245.2% | +216.6% |
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