+1,709.2%
TSM vs HAS
+56.8%
+1,652.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +2.7% | -1.8% | +4.5% | +3.3% |
| 30D | +3.6% | +2.3% | +1.3% | +2.8% |
| 3M | -3.4% | +10.4% | -13.7% | -6.4% |
| 6M | +20.6% | -3.2% | +23.8% | +20.8% |
| YTD | +41.9% | +15.4% | +26.5% | +34.8% |
| 1Y | +84.4% | +18.8% | +65.6% | +73.4% |
| 3Y | +380.2% | +43.9% | +336.3% | +317.8% |
| 5Y | +275.3% | +13.9% | +261.4% | +243.1% |
| All | +1,709.2% | +56.8% | +1,652.3% | +1,383.4% |
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 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