+8,486.3%
TPR vs HAS
+2,037.8%
+6,448.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.7% | +8.0% |
| 7D | +13.9% | 0.0% | +13.9% | +13.8% |
| 30D | +14.9% | +31.3% | -16.4% | -2.2% |
| 3M | -15.4% | +32.1% | -47.5% | -28.5% |
| 6M | -4.5% | +28.1% | -32.6% | -18.8% |
| YTD | +6.0% | +49.1% | -43.1% | -18.2% |
| 1Y | +24.3% | +60.5% | -36.2% | -8.1% |
| 3Y | +412.8% | +183.9% | +229.0% | +160.2% |
| 5Y | +258.4% | +51.2% | +207.2% | +157.0% |
| 10Y | +396.8% | +105.3% | +291.6% | +175.4% |
| All | +8,486.3% | +2,037.8% | +6,448.5% | +1,180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling