-72.0%
TTD vs HAS
+66.3%
-138.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.3% |
| 7D | +3.7% | +2.4% | +1.2% | +3.2% |
| 30D | +10.4% | +31.6% | -21.2% | +5.4% |
| 3M | -31.6% | +33.9% | -65.4% | -34.9% |
| 6M | -45.1% | +31.4% | -76.5% | -47.9% |
| YTD | -65.1% | +51.6% | -116.8% | -68.5% |
| 1Y | -72.0% | +65.2% | -137.2% | -76.3% |
| All | -72.0% | +66.3% | -138.3% | -76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling