+52.2%
TEM vs HAS
+60.4%
-8.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.8% |
| 7D | -1.1% | -4.8% | +3.8% | +1.9% |
| 30D | +11.3% | -5.1% | +16.4% | +14.6% |
| 3M | +25.5% | +6.4% | +19.1% | +19.5% |
| 6M | +17.1% | -5.6% | +22.8% | +19.4% |
| YTD | +3.8% | +11.0% | -7.2% | -7.8% |
| 1Y | -24.4% | +16.8% | -41.1% | -35.7% |
| All | +52.2% | +60.4% | -8.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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