+9,412.3%
TMO vs HAS
+4,755.6%
+4,656.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +3.3% | +1.6% | +1.7% | +3.0% |
| 30D | +5.5% | +26.6% | -21.1% | -0.2% |
| 3M | +16.1% | +29.0% | -12.9% | +9.3% |
| 6M | +52.6% | +30.6% | +22.0% | +42.6% |
| YTD | +21.0% | +51.5% | -30.5% | +8.7% |
| 1Y | +19.4% | +58.5% | -39.1% | +6.1% |
| 3Y | +57.5% | +214.1% | -156.6% | +18.1% |
| 5Y | +11.7% | +50.2% | -38.5% | -2.7% |
| 10Y | +375.7% | +100.0% | +275.7% | +265.7% |
| All | +9,412.3% | +4,755.6% | +4,656.7% | +3,536.1% |
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