+240.4%
TPR vs HAS
+13.4%
+227.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.3% | -1.8% | -0.5% | -1.5% |
| 30D | -23.0% | +2.3% | -25.2% | -23.9% |
| 3M | -12.5% | +10.4% | -22.8% | -16.9% |
| 6M | -21.4% | -3.2% | -18.2% | -21.2% |
| YTD | -3.5% | +15.4% | -18.9% | -11.8% |
| 1Y | +17.4% | +18.8% | -1.4% | +5.6% |
| 3Y | +291.3% | +43.9% | +247.3% | +213.8% |
| All | +240.4% | +13.4% | +227.0% | +266.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling