+288.1%
TEL vs HAS
+102.6%
+185.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -0.9% | +3.3% | -4.2% | -2.0% |
| 30D | -0.2% | +30.5% | -30.8% | -9.7% |
| 3M | +2.0% | +29.9% | -27.9% | -7.5% |
| 6M | +6.4% | +26.5% | -20.1% | -3.2% |
| YTD | -3.2% | +51.9% | -55.2% | -18.1% |
| 1Y | -11.2% | +60.9% | -72.1% | -26.4% |
| 3Y | +79.8% | +215.0% | -135.2% | +12.8% |
| 5Y | +46.6% | +51.5% | -4.9% | +19.3% |
| 10Y | +288.1% | +102.2% | +185.9% | +174.1% |
| All | +288.1% | +102.6% | +185.5% | +174.1% |
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