+236.4%
TSM vs HAS
+50.4%
+186.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.5% |
| 7D | -7.6% | -0.2% | -7.4% | -7.5% |
| 30D | -20.5% | +31.0% | -51.5% | -27.3% |
| 3M | -10.0% | +30.7% | -40.6% | -17.8% |
| 6M | -10.1% | +23.9% | -34.0% | -16.8% |
| YTD | +24.5% | +48.3% | -23.8% | +7.7% |
| 1Y | +31.2% | +60.2% | -29.0% | +10.4% |
| 3Y | +322.0% | +189.2% | +132.8% | +182.9% |
| All | +236.4% | +50.4% | +186.0% | +200.0% |
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 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