+56.8%
HAS vs TMF
-86.8%
+143.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.9% |
| 30D | +2.3% | -2.8% | +5.1% | +2.1% |
| 3M | +10.4% | -10.9% | +21.3% | +9.6% |
| 6M | -3.2% | -21.3% | +18.1% | -4.7% |
| YTD | +15.4% | -15.9% | +31.3% | +14.3% |
| 1Y | +18.8% | -15.7% | +34.5% | +17.7% |
| 3Y | +43.9% | -43.4% | +87.3% | +39.0% |
| 5Y | +13.9% | -87.8% | +101.7% | -11.8% |
| All | +56.8% | -86.8% | +143.6% | +43.9% |
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