+285.8%
TEL vs HAS
+97.5%
+188.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +4.5% | +1.4% | +3.1% | +4.0% |
| 30D | +2.9% | +26.3% | -23.4% | -5.7% |
| 3M | +1.1% | +25.6% | -24.5% | -7.2% |
| 6M | +5.0% | +30.3% | -25.3% | -5.5% |
| YTD | -3.9% | +50.4% | -54.2% | -18.3% |
| 1Y | -7.4% | +57.7% | -65.2% | -22.7% |
| 3Y | +81.0% | +213.4% | -132.4% | +13.7% |
| 5Y | +42.3% | +49.1% | -6.8% | +16.5% |
| All | +285.8% | +97.5% | +188.2% | +177.2% |
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