+60.5%
TEM vs HAS
+66.8%
-6.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.9% | -1.8% | +2.7% | +2.0% |
| 30D | +38.4% | +2.3% | +36.1% | +36.4% |
| 3M | +23.7% | +10.4% | +13.3% | +15.2% |
| 6M | +26.0% | -3.2% | +29.2% | +26.6% |
| YTD | +9.4% | +15.4% | -6.0% | -5.0% |
| 1Y | -17.3% | +18.8% | -36.1% | -30.1% |
| All | +60.5% | +66.8% | -6.3% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling