+304.4%
TMUS vs HAS
+56.4%
+248.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.4% |
| 30D | +5.3% | +2.3% | +3.0% | +4.8% |
| 3M | +3.1% | +10.4% | -7.2% | +1.2% |
| 6M | -16.5% | -3.2% | -13.2% | -16.3% |
| YTD | -9.2% | +15.4% | -24.6% | -12.1% |
| 1Y | -26.5% | +18.8% | -45.3% | -29.4% |
| 3Y | +39.0% | +43.9% | -4.9% | +26.2% |
| 5Y | +40.4% | +13.9% | +26.5% | +32.8% |
| All | +304.4% | +56.4% | +248.0% | +253.2% |
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