+29.5%
TPR vs HAS
+63.0%
-33.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +12.1% | +3.3% | +8.8% | +11.2% |
| 30D | +16.7% | +30.5% | -13.9% | +8.8% |
| 3M | -17.4% | +29.9% | -47.3% | -23.0% |
| 6M | +2.3% | +26.5% | -24.3% | -4.4% |
| YTD | +7.1% | +51.9% | -44.8% | -7.3% |
| 1Y | +29.5% | +60.9% | -31.4% | +9.2% |
| All | +29.5% | +63.0% | -33.5% | +9.2% |
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