-41.4%
TNA vs HAS
+50.5%
-91.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +7.9% |
| 7D | +2.3% | +2.2% | +0.1% | +0.5% |
| 30D | +1.4% | +29.6% | -28.2% | -22.2% |
| 3M | -21.1% | +30.3% | -51.3% | -40.0% |
| 6M | -9.4% | +25.6% | -35.0% | -30.5% |
| YTD | +29.6% | +50.8% | -21.2% | -19.7% |
| 1Y | +34.6% | +63.0% | -28.4% | -23.3% |
| 3Y | +155.9% | +211.6% | -55.7% | -31.2% |
| All | -41.4% | +50.5% | -91.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling