+23,460.2%
TXN vs HAS
+4,733.2%
+18,726.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.1% |
| 7D | -2.1% | +2.2% | -4.2% | -2.7% |
| 30D | +4.7% | +29.6% | -24.8% | -4.2% |
| 3M | +3.9% | +30.3% | -26.4% | -5.4% |
| 6M | +3.8% | +25.6% | -21.8% | -4.9% |
| YTD | +74.2% | +50.8% | +23.4% | +50.0% |
| 1Y | +88.2% | +63.0% | +25.2% | +57.8% |
| 3Y | +124.0% | +211.6% | -87.6% | +49.3% |
| 5Y | +78.4% | +50.4% | +28.0% | +47.5% |
| 10Y | +455.6% | +101.9% | +353.7% | +288.1% |
| All | +23,460.2% | +4,733.2% | +18,726.9% | +5,272.4% |
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