-18.4%
TSCO vs HAS
+45.4%
-63.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -3.1% | -3.1% | -0.1% | -2.4% |
| 30D | -4.4% | -6.4% | +2.0% | -2.9% |
| 3M | +9.7% | +10.4% | -0.7% | +6.6% |
| 6M | -32.4% | -3.7% | -28.7% | -32.1% |
| YTD | -31.7% | +12.5% | -44.1% | -34.3% |
| 1Y | -41.3% | +19.8% | -61.1% | -44.6% |
| All | -18.4% | +45.4% | -63.8% | -32.1% |
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