+52.0%
TNA vs HAS
+18.8%
+33.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.8% |
| 7D | -7.6% | -3.1% | -4.5% | -5.9% |
| 30D | -13.6% | -6.4% | -7.2% | -10.2% |
| 3M | +2.8% | +10.4% | -7.6% | -4.4% |
| 6M | +34.5% | -3.7% | +38.2% | +34.3% |
| YTD | +41.0% | +12.5% | +28.6% | +15.2% |
| 1Y | +52.0% | +19.8% | +32.2% | +12.0% |
| All | +52.0% | +18.8% | +33.2% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling