+88.9%
TEM vs HAS
+114.4%
-25.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +8.1% | +31.0% | -22.9% | -8.3% |
| 3M | +64.9% | +30.7% | +34.2% | +40.1% |
| 6M | +42.1% | +23.9% | +18.2% | +23.7% |
| YTD | +28.8% | +48.3% | -19.5% | -4.0% |
| 1Y | +5.5% | +60.2% | -54.7% | -26.3% |
| All | +88.9% | +114.4% | -25.5% | -5.3% |
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