+2,624.8%
TFC vs HAS
+4,769.2%
-2,144.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | +1.7% | +3.3% | -1.5% | +0.7% |
| 30D | +9.0% | +30.5% | -21.5% | +0.2% |
| 3M | -2.1% | +29.9% | -32.0% | -10.0% |
| 6M | +3.4% | +26.5% | -23.2% | -4.7% |
| YTD | +5.3% | +51.9% | -46.7% | -8.7% |
| 1Y | +16.2% | +60.9% | -44.7% | -1.1% |
| 3Y | +94.8% | +215.0% | -120.2% | +31.9% |
| 5Y | -0.7% | +51.5% | -52.2% | -17.1% |
| 10Y | +80.9% | +102.2% | -21.4% | +33.3% |
| All | +2,624.8% | +4,769.2% | -2,144.4% | +1,062.8% |
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