+100.6%
HAS vs TMF
-81.8%
+182.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.5% |
| 7D | +3.3% | -1.1% | +4.3% | +3.2% |
| 30D | +30.5% | +11.8% | +18.7% | +31.4% |
| 3M | +29.9% | -4.0% | +33.9% | +29.6% |
| 6M | +26.5% | -16.5% | +43.1% | +25.2% |
| YTD | +51.9% | -19.9% | +71.8% | +49.9% |
| 1Y | +60.9% | -25.6% | +86.5% | +57.9% |
| 3Y | +215.0% | -29.9% | +244.9% | +211.6% |
| 5Y | +51.5% | -88.2% | +139.7% | +15.4% |
| All | +100.6% | -81.8% | +182.4% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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