+211.6%
HAS vs TMF
-29.8%
+241.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +29.6% | +16.3% | +13.3% | +26.9% |
| 3M | +30.3% | -2.7% | +33.0% | +30.5% |
| 6M | +25.6% | -13.2% | +38.8% | +27.7% |
| YTD | +50.8% | -16.7% | +67.5% | +54.0% |
| 1Y | +63.0% | -22.7% | +85.7% | +68.0% |
| 3Y | +211.6% | -26.1% | +237.7% | +226.5% |
| All | +211.6% | -29.8% | +241.4% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling