+8,241.0%
TMO vs HAS
+3,598.5%
+4,642.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -1.4% | -1.8% | +0.5% | -0.9% |
| 30D | +6.2% | +2.3% | +4.0% | +5.6% |
| 3M | +27.5% | +10.4% | +17.1% | +24.3% |
| 6M | +20.0% | -3.2% | +23.2% | +20.0% |
| YTD | +6.1% | +15.4% | -9.3% | +1.7% |
| 1Y | +25.8% | +18.8% | +7.0% | +19.6% |
| 3Y | +11.2% | +43.9% | -32.7% | -0.6% |
| 5Y | +9.6% | +13.9% | -4.3% | +1.7% |
| 10Y | +317.8% | +56.4% | +261.3% | +240.2% |
| All | +8,241.0% | +3,598.5% | +4,642.5% | +3,300.6% |
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