+699.2%
HAS vs TMF
-69.1%
+768.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.6% |
| 7D | 0.0% | +2.7% | -2.7% | +0.3% |
| 30D | +31.3% | +19.3% | +12.0% | +33.7% |
| 3M | +32.1% | -3.7% | +35.8% | +31.6% |
| 6M | +28.1% | -11.3% | +39.5% | +26.6% |
| YTD | +49.1% | -16.6% | +65.7% | +46.5% |
| 1Y | +60.5% | -21.1% | +81.6% | +56.8% |
| 3Y | +183.9% | -26.8% | +210.7% | +179.0% |
| 5Y | +51.2% | -88.0% | +139.2% | +16.1% |
| 10Y | +105.3% | -84.7% | +190.0% | +77.6% |
| All | +699.2% | -69.1% | +768.3% | +738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling