+239.9%
TMUS vs HAS
+99.1%
+140.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.3% |
| 7D | +6.5% | +1.6% | +4.9% | +6.2% |
| 30D | +11.3% | +26.6% | -15.4% | +6.6% |
| 3M | -2.9% | +29.0% | -31.9% | -7.3% |
| 6M | -10.5% | +30.6% | -41.1% | -14.9% |
| YTD | -14.4% | +51.5% | -65.9% | -21.1% |
| 1Y | -17.9% | +58.5% | -76.4% | -25.0% |
| 3Y | +21.9% | +214.1% | -192.2% | -5.5% |
| 5Y | +52.1% | +50.2% | +1.9% | +37.2% |
| All | +239.9% | +99.1% | +140.8% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling