+416.5%
TPR vs HAS
+181.4%
+235.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +14.2% | -0.2% | +14.3% | +14.2% |
| 30D | +17.1% | +31.0% | -13.9% | +5.3% |
| 3M | -17.7% | +30.7% | -48.4% | -26.1% |
| 6M | -10.2% | +23.9% | -34.1% | -18.1% |
| YTD | +4.9% | +48.3% | -43.4% | -12.0% |
| 1Y | +36.1% | +60.2% | -24.1% | +10.4% |
| 3Y | +416.5% | +189.2% | +227.2% | +211.8% |
| All | +416.5% | +181.4% | +235.0% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling