+51.2%
HAS vs TMF
-87.8%
+139.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | 0.0% | +2.7% | -2.7% | -0.2% |
| 30D | +31.3% | +19.3% | +12.0% | +30.0% |
| 3M | +32.1% | -3.7% | +35.8% | +32.3% |
| 6M | +28.1% | -11.3% | +39.5% | +28.9% |
| YTD | +49.1% | -16.6% | +65.7% | +50.4% |
| 1Y | +60.5% | -21.1% | +81.6% | +62.3% |
| 3Y | +183.9% | -26.8% | +210.7% | +187.2% |
| 5Y | +51.2% | -88.0% | +139.2% | +42.5% |
| All | +51.2% | -87.8% | +139.1% | +42.5% |
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 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