+35.7%
TNA vs HAS
+58.1%
-22.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.6% |
| 7D | +3.7% | +1.4% | +2.3% | +3.1% |
| 30D | +4.4% | +26.3% | -21.9% | -7.3% |
| 3M | -26.7% | +25.6% | -52.3% | -34.7% |
| 6M | -12.8% | +30.3% | -43.1% | -25.5% |
| YTD | +22.7% | +50.4% | -27.7% | -13.7% |
| 1Y | +35.7% | +57.7% | -22.1% | -11.0% |
| All | +35.7% | +58.1% | -22.4% | -11.0% |
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