+238.4%
TMUS vs HAS
+101.4%
+137.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | -3.4% | +31.0% | -34.4% | -8.0% |
| 3M | -9.5% | +30.7% | -40.1% | -13.8% |
| 6M | -15.2% | +23.9% | -39.1% | -18.6% |
| YTD | -18.9% | +48.3% | -67.2% | -25.0% |
| 1Y | -17.7% | +60.2% | -77.9% | -25.0% |
| 3Y | +15.6% | +189.2% | -173.6% | -8.8% |
| 5Y | +38.9% | +50.4% | -11.5% | +25.0% |
| All | +238.4% | +101.4% | +137.1% | +180.7% |
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