+323.9%
TMO vs HAS
+59.3%
+264.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.7% |
| 7D | -2.5% | -3.1% | +0.6% | -1.8% |
| 30D | -0.3% | -6.4% | +6.1% | +1.2% |
| 3M | +25.3% | +10.4% | +14.9% | +22.0% |
| 6M | +20.9% | -3.7% | +24.5% | +21.1% |
| YTD | +4.3% | +12.5% | -8.2% | +0.3% |
| 1Y | +27.0% | +19.8% | +7.2% | +20.2% |
| 3Y | +17.5% | +46.0% | -28.5% | +4.1% |
| 5Y | +6.9% | +12.5% | -5.6% | -1.4% |
| All | +323.9% | +59.3% | +264.6% | +262.3% |
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 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