+1,598.5%
TSM vs HAS
+102.6%
+1,495.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -2.1% | +3.3% | -5.3% | -2.9% |
| 30D | -12.5% | +30.5% | -43.1% | -19.1% |
| 3M | -5.0% | +29.9% | -34.9% | -12.2% |
| 6M | -3.2% | +26.5% | -29.8% | -10.3% |
| YTD | +31.5% | +51.9% | -20.4% | +15.1% |
| 1Y | +35.7% | +60.9% | -25.2% | +16.7% |
| 3Y | +323.5% | +215.0% | +108.5% | +195.2% |
| 5Y | +263.4% | +51.5% | +211.9% | +205.4% |
| 10Y | +1,598.5% | +102.2% | +1,496.3% | +1,141.8% |
| All | +1,598.5% | +102.6% | +1,495.9% | +1,141.8% |
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 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