+16.9%
TPR vs HAS
+20.3%
-3.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -23.3% | +2.3% | -25.5% | -23.9% |
| 3M | -12.8% | +10.4% | -23.2% | -15.7% |
| 6M | -21.7% | -3.2% | -18.5% | -21.8% |
| YTD | -3.9% | +15.4% | -19.3% | -11.9% |
| 1Y | +16.9% | +18.8% | -1.9% | +2.2% |
| All | +16.9% | +20.3% | -3.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling