+265.7%
TSM vs HAS
+48.2%
+217.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.1% |
| 3M | -7.1% | +25.6% | -32.7% | -14.0% |
| 6M | +0.2% | +30.3% | -30.0% | -8.8% |
| YTD | +32.2% | +50.4% | -18.1% | +13.9% |
| 1Y | +42.8% | +57.7% | -14.9% | +20.9% |
| 3Y | +330.4% | +213.4% | +117.0% | +180.7% |
| All | +265.7% | +48.2% | +217.4% | +230.0% |
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