+1,069.7%
TNA vs HAS
+773.2%
+296.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.9% |
| 7D | -0.5% | +3.3% | -3.7% | -3.8% |
| 30D | -0.7% | +30.5% | -31.3% | -28.2% |
| 3M | -21.5% | +29.9% | -51.4% | -43.3% |
| 6M | -11.2% | +26.5% | -37.8% | -36.3% |
| YTD | +27.0% | +51.9% | -25.0% | -28.3% |
| 1Y | +28.0% | +60.9% | -32.9% | -32.5% |
| 3Y | +142.9% | +215.0% | -72.1% | -45.7% |
| 5Y | -42.6% | +51.5% | -94.1% | -66.8% |
| 10Y | +53.3% | +102.2% | -49.0% | -47.7% |
| All | +1,069.7% | +773.2% | +296.5% | -78.1% |
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