-1.5%
TSCO vs HAS
+212.5%
-214.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +11.3% | +26.3% | -15.0% | +5.3% |
| 3M | +1.5% | +25.6% | -24.1% | -4.0% |
| 6M | +24.0% | +30.3% | -6.3% | +15.7% |
| YTD | -25.7% | +50.4% | -76.0% | -33.3% |
| 1Y | -33.6% | +57.7% | -91.3% | -41.1% |
| 3Y | -1.5% | +213.4% | -214.9% | -34.0% |
| All | -1.5% | +212.5% | -214.0% | -34.0% |
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