+2,577.1%
TFC vs HAS
+4,652.9%
-2,075.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +8.3% | +31.0% | -22.7% | -0.6% |
| 3M | -5.2% | +30.7% | -35.8% | -13.0% |
| 6M | -0.8% | +23.9% | -24.7% | -8.0% |
| YTD | +3.4% | +48.3% | -44.9% | -9.6% |
| 1Y | +17.0% | +60.2% | -43.2% | -0.2% |
| 3Y | +86.2% | +189.2% | -103.1% | +29.5% |
| 5Y | -2.3% | +50.4% | -52.7% | -18.2% |
| 10Y | +93.9% | +104.2% | -10.3% | +42.7% |
| All | +2,577.1% | +4,652.9% | -2,075.8% | +1,051.0% |
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