+683.8%
TEL vs HAS
+439.6%
+244.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +3.0% | -1.8% | +4.8% | +3.8% |
| 30D | -3.9% | +2.3% | -6.2% | -4.9% |
| 3M | -5.1% | +10.4% | -15.5% | -9.3% |
| 6M | +0.6% | -3.2% | +3.8% | +1.0% |
| YTD | -7.3% | +15.4% | -22.7% | -14.2% |
| 1Y | +1.1% | +18.8% | -17.7% | -7.8% |
| 3Y | +63.7% | +43.9% | +19.7% | +31.6% |
| 5Y | +50.7% | +13.9% | +36.8% | +32.1% |
| 10Y | +290.2% | +56.4% | +233.7% | +158.1% |
| All | +683.8% | +439.6% | +244.2% | +118.9% |
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