+27.0%
TMO vs HAS
+18.8%
+8.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -2.5% | -3.1% | +0.6% | -2.1% |
| 30D | -0.3% | -6.4% | +6.1% | +0.5% |
| 3M | +25.3% | +10.4% | +14.9% | +23.7% |
| 6M | +20.9% | -3.7% | +24.5% | +21.2% |
| YTD | +4.3% | +12.5% | -8.2% | -0.2% |
| 1Y | +27.0% | +19.8% | +7.2% | +19.8% |
| All | +27.0% | +18.8% | +8.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling