-19.2%
TNA vs HAS
+10.2%
-29.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +1.1% |
| 7D | +4.1% | -3.1% | +7.2% | +7.4% |
| 30D | -7.6% | -2.7% | -4.9% | -5.4% |
| 3M | +8.1% | +8.9% | -0.8% | -2.4% |
| 6M | +49.0% | -2.9% | +51.9% | +48.0% |
| YTD | +51.7% | +12.6% | +39.1% | +27.1% |
| 1Y | +59.6% | +17.5% | +42.1% | +28.3% |
| 3Y | +118.9% | +46.2% | +72.7% | +37.9% |
| 5Y | -19.2% | +12.6% | -31.8% | -12.3% |
| All | -19.2% | +10.2% | -29.4% | -12.3% |
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 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