+130.4%
TLT vs HAS
+1,854.7%
-1,724.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +6.2% | +31.0% | -24.8% | +8.5% |
| 3M | -0.3% | +30.7% | -31.0% | +1.9% |
| 6M | -3.4% | +23.9% | -27.3% | -1.5% |
| YTD | -3.1% | +48.3% | -51.4% | +0.3% |
| 1Y | -5.2% | +60.2% | -65.4% | -1.2% |
| 3Y | +6.5% | +189.2% | -182.7% | +18.2% |
| 5Y | -34.7% | +50.4% | -85.1% | -31.8% |
| 10Y | -17.6% | +104.2% | -121.8% | -7.0% |
| All | +130.4% | +1,854.7% | -1,724.3% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling