-24.0%
TGT vs HAS
+51.1%
-75.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.0% |
| 7D | +4.7% | +2.2% | +2.6% | +3.9% |
| 30D | +8.0% | +29.6% | -21.6% | -3.1% |
| 3M | +11.7% | +30.3% | -18.6% | -0.2% |
| 6M | +34.7% | +25.6% | +9.1% | +21.8% |
| YTD | +74.4% | +50.8% | +23.6% | +44.2% |
| 1Y | +89.2% | +63.0% | +26.2% | +51.1% |
| 3Y | +73.4% | +211.6% | -138.2% | +1.9% |
| 5Y | -24.0% | +50.4% | -74.4% | -36.4% |
| All | -24.0% | +51.1% | -75.1% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling