+77.9%
TEM vs HAS
+117.4%
-39.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.2% |
| 7D | -5.9% | +1.4% | -7.2% | -6.5% |
| 30D | +4.8% | +26.3% | -21.5% | -8.9% |
| 3M | +31.9% | +25.6% | +6.3% | +14.8% |
| 6M | +56.0% | +30.3% | +25.7% | +31.4% |
| YTD | +21.3% | +50.4% | -29.1% | -10.3% |
| 1Y | +5.4% | +57.7% | -52.3% | -25.1% |
| All | +77.9% | +117.4% | -39.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling