+88.5%
TEM vs HAS
+119.1%
-30.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.4% | -3.3% |
| 7D | +7.8% | +1.6% | +6.1% | +6.8% |
| 30D | +11.2% | +26.6% | -15.4% | -3.5% |
| 3M | +39.0% | +29.0% | +10.0% | +19.0% |
| 6M | +61.6% | +30.6% | +31.1% | +36.1% |
| YTD | +28.5% | +51.5% | -23.0% | -5.3% |
| 1Y | +6.7% | +58.5% | -51.7% | -24.3% |
| All | +88.5% | +119.1% | -30.5% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling