+20,389.3%
TXN vs HAS
+3,598.5%
+16,790.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.1% | -1.8% | +1.7% | +0.5% |
| 30D | -6.9% | +2.3% | -9.2% | -7.7% |
| 3M | -14.9% | +10.4% | -25.3% | -18.0% |
| 6M | +29.0% | -3.2% | +32.2% | +29.7% |
| YTD | +51.5% | +15.4% | +36.1% | +43.2% |
| 1Y | +41.6% | +18.8% | +22.8% | +32.3% |
| 3Y | +65.8% | +43.9% | +21.9% | +42.5% |
| 5Y | +56.8% | +13.9% | +42.9% | +42.5% |
| 10Y | +387.5% | +56.4% | +331.0% | +271.8% |
| All | +20,389.3% | +3,598.5% | +16,790.9% | +5,029.0% |
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