+295.4%
TRV vs HAS
+54.3%
+241.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.2% | -4.8% | +5.0% | +1.3% |
| 30D | -2.3% | -5.1% | +2.8% | -1.2% |
| 3M | +22.7% | +6.4% | +16.3% | +20.6% |
| 6M | +21.9% | -5.6% | +27.6% | +22.9% |
| YTD | +27.5% | +11.0% | +16.5% | +23.2% |
| 1Y | +36.2% | +16.8% | +19.5% | +29.9% |
| 3Y | +140.6% | +44.0% | +96.6% | +112.6% |
| 5Y | +154.5% | +11.0% | +143.5% | +137.7% |
| 10Y | +295.4% | +56.0% | +239.4% | +231.7% |
| All | +295.4% | +54.3% | +241.2% | +231.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling