+201.6%
TGT vs HAS
+97.5%
+104.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +2.6% | +1.4% | +1.3% | +2.2% |
| 30D | +4.7% | +26.3% | -21.6% | -2.9% |
| 3M | +4.6% | +25.6% | -21.0% | -3.0% |
| 6M | +34.9% | +30.3% | +4.6% | +23.3% |
| YTD | +70.9% | +50.4% | +20.6% | +48.3% |
| 1Y | +84.4% | +57.7% | +26.6% | +57.6% |
| 3Y | +69.1% | +213.4% | -144.3% | +16.0% |
| 5Y | -26.9% | +49.1% | -76.0% | -39.4% |
| All | +201.6% | +97.5% | +104.0% | +126.7% |
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