+225.8%
TTMI vs HAS
+2,111.9%
-1,886.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.7% | +11.6% | +12.5% |
| 7D | -1.6% | +2.2% | -3.8% | -2.6% |
| 30D | -37.7% | +29.6% | -67.3% | -45.7% |
| 3M | -45.1% | +30.3% | -75.4% | -52.4% |
| 6M | -52.1% | +25.6% | -77.7% | -58.3% |
| YTD | +9.2% | +50.8% | -41.6% | -13.9% |
| 1Y | +12.9% | +63.0% | -50.1% | -14.3% |
| 3Y | +445.5% | +211.6% | +233.9% | +189.7% |
| 5Y | +427.9% | +50.4% | +377.5% | +291.9% |
| 10Y | +449.9% | +101.9% | +348.0% | +203.1% |
| All | +225.8% | +2,111.9% | -1,886.1% | -55.8% |
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