+371.7%
TPR vs HAS
+106.0%
+265.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.7% |
| 7D | +6.4% | +2.0% | +4.4% | +5.2% |
| 30D | +13.8% | +30.9% | -17.2% | -2.5% |
| 3M | -16.6% | +28.8% | -45.4% | -28.0% |
| 6M | +0.7% | +32.3% | -31.7% | -15.4% |
| YTD | +5.3% | +54.7% | -49.4% | -19.7% |
| 1Y | +32.4% | +63.2% | -30.9% | -2.3% |
| 3Y | +406.4% | +220.7% | +185.7% | +140.8% |
| 5Y | +227.9% | +53.3% | +174.6% | +139.9% |
| 10Y | +371.7% | +104.2% | +267.5% | +170.6% |
| All | +371.7% | +106.0% | +265.7% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling