-21.7%
TLT vs HAS
+56.8%
-78.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.4% | -1.8% | +1.4% | -0.5% |
| 30D | -0.6% | +2.3% | -2.8% | -0.5% |
| 3M | -2.7% | +10.4% | -13.1% | -2.3% |
| 6M | -5.6% | -3.2% | -2.4% | -5.7% |
| YTD | -2.8% | +15.4% | -18.2% | -2.1% |
| 1Y | -1.4% | +18.8% | -20.2% | -0.6% |
| 3Y | -1.6% | +43.9% | -45.5% | 0.0% |
| 5Y | -33.8% | +13.9% | -47.7% | -33.9% |
| All | -21.7% | +56.8% | -78.5% | -18.3% |
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