-12.5%
TLT vs HAS
+106.1%
-118.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | +0.1% |
| 7D | +0.3% | +2.2% | -1.9% | +0.4% |
| 30D | +5.1% | +29.6% | -24.5% | +6.1% |
| 3M | -0.2% | +30.3% | -30.5% | +0.8% |
| 6M | -2.9% | +25.6% | -28.5% | -2.1% |
| YTD | -2.7% | +50.8% | -53.5% | -1.0% |
| 1Y | -4.6% | +63.0% | -67.6% | -2.6% |
| 3Y | +6.1% | +211.6% | -205.5% | +12.9% |
| 5Y | -35.1% | +50.4% | -85.5% | -34.6% |
| 10Y | -12.5% | +101.9% | -114.4% | -8.3% |
| All | -12.5% | +106.1% | -118.6% | -8.3% |
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