+721.8%
TEL vs HAS
+605.2%
+116.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.9% |
| 7D | +0.6% | +2.2% | -1.6% | -0.3% |
| 30D | +0.2% | +29.6% | -29.4% | -10.8% |
| 3M | +1.5% | +30.3% | -28.8% | -10.0% |
| 6M | +6.9% | +25.6% | -18.7% | -4.4% |
| YTD | -2.8% | +50.8% | -53.6% | -20.3% |
| 1Y | -8.8% | +63.0% | -71.8% | -27.8% |
| 3Y | +84.3% | +211.6% | -127.3% | +5.0% |
| 5Y | +46.8% | +50.4% | -3.6% | +13.7% |
| 10Y | +294.7% | +101.9% | +192.8% | +133.5% |
| All | +721.8% | +605.2% | +116.6% | +103.3% |
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