+9,422.9%
TMO vs HAS
+4,718.5%
+4,704.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +4.0% | +26.3% | -22.3% | -1.5% |
| 3M | +17.6% | +25.6% | -8.0% | +11.4% |
| 6M | +57.3% | +30.3% | +27.0% | +47.1% |
| YTD | +21.2% | +50.4% | -29.2% | +9.1% |
| 1Y | +21.1% | +57.7% | -36.6% | +7.8% |
| 3Y | +58.8% | +213.4% | -154.5% | +19.1% |
| 5Y | +11.8% | +49.1% | -37.3% | -2.5% |
| 10Y | +376.2% | +98.5% | +277.7% | +266.7% |
| All | +9,422.9% | +4,718.5% | +4,704.5% | +3,546.5% |
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