+51,830.1%
TSCO vs HAS
+1,555.2%
+50,274.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | +1.5% | +25.6% | -24.1% | -4.7% |
| 6M | +24.0% | +30.3% | -6.3% | +14.6% |
| YTD | -25.7% | +50.4% | -76.0% | -34.0% |
| 1Y | -33.6% | +57.7% | -91.3% | -41.8% |
| 3Y | -1.5% | +213.4% | -214.9% | -29.7% |
| 5Y | -9.6% | +49.1% | -58.7% | -22.8% |
| 10Y | +200.8% | +98.5% | +102.3% | +122.0% |
| All | +51,830.1% | +1,555.2% | +50,274.9% | +18,959.8% |
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