+1,316.1%
TNA vs HAS
+563.2%
+752.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | -0.1% | -1.8% | +1.7% | +2.1% |
| 30D | -4.9% | +2.3% | -7.2% | -7.8% |
| 3M | +0.4% | +10.4% | -10.0% | -12.5% |
| 6M | +32.5% | -3.2% | +35.8% | +31.7% |
| YTD | +53.7% | +15.4% | +38.3% | +21.6% |
| 1Y | +65.1% | +18.8% | +46.3% | +26.5% |
| 3Y | +98.4% | +43.9% | +54.5% | +15.6% |
| 5Y | -22.5% | +13.9% | -36.4% | -37.0% |
| 10Y | +82.5% | +56.4% | +26.1% | -15.6% |
| All | +1,316.1% | +563.2% | +752.8% | -62.9% |
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