+18.8%
TMO vs HAS
+43.5%
-24.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -0.5% | -4.8% | +4.4% | +0.8% |
| 30D | +1.0% | -5.1% | +6.1% | +2.3% |
| 3M | +22.7% | +6.4% | +16.3% | +20.5% |
| 6M | +19.0% | -5.6% | +24.7% | +20.0% |
| YTD | +4.7% | +11.0% | -6.2% | +0.2% |
| 1Y | +26.0% | +16.8% | +9.2% | +18.5% |
| All | +18.8% | +43.5% | -24.7% | -3.0% |
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