+468.5%
TXN vs HAS
+97.5%
+370.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | +9.5% | +1.4% | +8.1% | +9.0% |
| 30D | +8.7% | +26.3% | -17.6% | -0.1% |
| 3M | +11.6% | +25.6% | -14.0% | +2.5% |
| 6M | +0.1% | +30.3% | -30.2% | -9.8% |
| YTD | +78.8% | +50.4% | +28.4% | +52.8% |
| 1Y | +91.2% | +57.7% | +33.5% | +60.5% |
| 3Y | +125.8% | +213.4% | -87.6% | +47.9% |
| 5Y | +83.8% | +49.1% | +34.7% | +50.4% |
| All | +468.5% | +97.5% | +370.9% | +319.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling