+443.1%
TTMI vs HAS
+1,592.6%
-1,149.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.4% | +9.1% |
| 7D | +5.9% | -1.8% | +7.7% | +6.8% |
| 30D | -4.3% | +2.3% | -6.6% | -5.5% |
| 3M | -32.0% | +10.4% | -42.4% | -35.9% |
| 6M | +19.5% | -3.2% | +22.7% | +19.7% |
| YTD | +82.0% | +15.4% | +66.6% | +65.5% |
| 1Y | +172.6% | +18.8% | +153.8% | +144.2% |
| 3Y | +744.7% | +43.9% | +700.7% | +561.1% |
| 5Y | +805.6% | +13.9% | +791.7% | +676.2% |
| 10Y | +1,057.6% | +56.4% | +1,001.2% | +629.7% |
| All | +443.1% | +1,592.6% | -1,149.4% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling