-7.5%
TSCO vs HAS
+10.8%
-18.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.3% |
| 7D | -2.5% | -4.8% | +2.4% | -1.2% |
| 30D | -1.1% | -5.1% | +4.0% | +0.2% |
| 3M | +14.3% | +6.4% | +7.9% | +12.0% |
| 6M | -31.9% | -5.6% | -26.2% | -31.3% |
| YTD | -30.7% | +11.0% | -41.6% | -33.3% |
| 1Y | -41.1% | +16.8% | -57.9% | -44.1% |
| 3Y | -17.1% | +44.0% | -61.2% | -27.8% |
| 5Y | -7.5% | +11.0% | -18.5% | -4.4% |
| All | -7.5% | +10.8% | -18.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling