+7,716.4%
TPR vs HAS
+1,554.8%
+6,161.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.3% | -1.8% | -0.5% | -1.3% |
| 30D | -23.0% | +2.3% | -25.2% | -24.2% |
| 3M | -12.5% | +10.4% | -22.8% | -17.9% |
| 6M | -21.4% | -3.2% | -18.2% | -21.3% |
| YTD | -3.5% | +15.4% | -18.9% | -13.3% |
| 1Y | +17.4% | +18.8% | -1.4% | +3.5% |
| 3Y | +291.3% | +43.9% | +247.3% | +193.5% |
| 5Y | +241.9% | +13.9% | +228.0% | +189.1% |
| 10Y | +322.7% | +56.4% | +266.2% | +174.2% |
| All | +7,716.4% | +1,554.8% | +6,161.7% | +1,257.6% |
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 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