-12.3%
TLT vs HAS
+102.6%
-114.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.3% |
| 7D | -0.3% | +3.3% | -3.5% | -0.2% |
| 30D | +3.7% | +30.5% | -26.8% | +4.7% |
| 3M | -0.7% | +29.9% | -30.6% | +0.3% |
| 6M | -4.2% | +26.5% | -30.7% | -3.3% |
| YTD | -4.0% | +51.9% | -55.9% | -2.3% |
| 1Y | -5.8% | +60.9% | -66.7% | -4.0% |
| 3Y | +4.1% | +215.0% | -210.9% | +10.8% |
| 5Y | -34.8% | +51.5% | -86.3% | -34.2% |
| 10Y | -12.3% | +102.2% | -114.6% | -8.2% |
| All | -12.3% | +102.6% | -114.9% | -8.2% |
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