+1,100.7%
TNA vs HAS
+788.9%
+311.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +0.5% |
| 7D | -2.1% | +2.0% | -4.2% | -4.1% |
| 30D | +3.1% | +30.9% | -27.8% | -25.6% |
| 3M | -20.2% | +28.8% | -48.9% | -41.7% |
| 6M | -10.0% | +32.3% | -42.3% | -38.7% |
| YTD | +30.3% | +54.7% | -24.3% | -27.9% |
| 1Y | +31.1% | +63.2% | -32.1% | -32.0% |
| 3Y | +149.4% | +220.7% | -71.3% | -45.4% |
| 5Y | -42.5% | +53.3% | -95.8% | -67.2% |
| 10Y | +46.7% | +104.2% | -57.5% | -50.4% |
| All | +1,100.7% | +788.9% | +311.7% | -78.0% |
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 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