+8.0%
TMO vs HAS
+10.8%
-2.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -0.5% | -4.8% | +4.4% | +0.9% |
| 30D | +1.0% | -5.1% | +6.1% | +2.4% |
| 3M | +22.7% | +6.4% | +16.3% | +20.2% |
| 6M | +19.0% | -5.6% | +24.7% | +20.0% |
| YTD | +4.7% | +11.0% | -6.2% | 0.0% |
| 1Y | +26.0% | +16.8% | +9.2% | +18.3% |
| 3Y | +18.0% | +44.0% | -26.0% | +1.8% |
| 5Y | +8.0% | +11.0% | -3.0% | +1.8% |
| All | +8.0% | +10.8% | -2.8% | +1.8% |
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 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