+234.7%
TMUS vs HAS
+106.1%
+128.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.8% |
| 7D | +5.3% | +2.2% | +3.2% | +5.0% |
| 30D | +13.5% | +29.6% | -16.0% | +8.4% |
| 3M | -4.2% | +30.3% | -34.5% | -8.7% |
| 6M | -11.9% | +25.6% | -37.5% | -15.7% |
| YTD | -15.6% | +50.8% | -66.4% | -22.1% |
| 1Y | -16.8% | +63.0% | -79.8% | -24.4% |
| 3Y | +20.8% | +211.6% | -190.8% | -6.2% |
| 5Y | +48.0% | +50.4% | -2.4% | +33.4% |
| 10Y | +234.7% | +101.9% | +132.8% | +175.9% |
| All | +234.7% | +106.1% | +128.6% | +175.9% |
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