+48.6%
HAS vs TMF
-88.0%
+136.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | +31.0% | +19.7% | +11.3% | +29.7% |
| 3M | +30.7% | -2.1% | +32.8% | +30.7% |
| 6M | +23.9% | -13.4% | +37.4% | +24.8% |
| YTD | +48.3% | -16.7% | +65.0% | +49.6% |
| 1Y | +60.2% | -23.3% | +83.6% | +62.2% |
| 3Y | +189.2% | -24.8% | +214.0% | +192.6% |
| All | +48.6% | -88.0% | +136.5% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling