+1,643.1%
TSM vs HAS
+97.5%
+1,545.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +6.2% | +1.4% | +4.8% | +5.8% |
| 30D | -7.3% | +26.3% | -33.6% | -13.4% |
| 3M | -7.1% | +25.6% | -32.7% | -13.3% |
| 6M | +0.2% | +30.3% | -30.0% | -7.9% |
| YTD | +32.2% | +50.4% | -18.1% | +16.1% |
| 1Y | +42.8% | +57.7% | -14.9% | +23.5% |
| 3Y | +330.4% | +213.4% | +117.0% | +200.0% |
| 5Y | +263.9% | +49.1% | +214.8% | +207.2% |
| All | +1,643.1% | +97.5% | +1,545.5% | +1,178.0% |
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 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