+7.8%
TTMI vs HAS
+61.8%
-54.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.7% | +11.6% | +13.2% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | -37.7% | +29.6% | -67.3% | -39.3% |
| 3M | -45.1% | +30.3% | -75.4% | -46.6% |
| 6M | -52.1% | +25.6% | -77.7% | -53.8% |
| YTD | +9.2% | +50.8% | -41.6% | -3.3% |
| All | +7.8% | +61.8% | -54.0% | -4.3% |
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