+211.8%
TGT vs HAS
+102.6%
+109.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +5.5% | +3.3% | +2.3% | +4.5% |
| 30D | +6.0% | +30.5% | -24.5% | -2.7% |
| 3M | +8.0% | +29.9% | -21.9% | -0.9% |
| 6M | +32.3% | +26.5% | +5.8% | +22.1% |
| YTD | +71.3% | +51.9% | +19.3% | +48.1% |
| 1Y | +86.8% | +60.9% | +25.9% | +58.7% |
| 3Y | +67.9% | +215.0% | -147.1% | +14.9% |
| 5Y | -25.1% | +51.5% | -76.6% | -38.1% |
| 10Y | +211.8% | +102.2% | +109.6% | +129.9% |
| All | +211.8% | +102.6% | +109.2% | +129.9% |
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 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