+237.8%
TMUS vs HAS
+97.5%
+140.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | +4.9% | +1.4% | +3.5% | +4.7% |
| 30D | +7.7% | +26.3% | -18.6% | +3.3% |
| 3M | -6.8% | +25.6% | -32.4% | -10.6% |
| 6M | -9.7% | +30.3% | -39.9% | -14.1% |
| YTD | -15.0% | +50.4% | -65.3% | -21.5% |
| 1Y | -19.1% | +57.7% | -76.8% | -26.1% |
| 3Y | +21.4% | +213.4% | -192.0% | -5.9% |
| 5Y | +51.2% | +49.1% | +2.1% | +36.5% |
| All | +237.8% | +97.5% | +140.2% | +184.3% |
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