+20.8%
TMUS vs HAS
+204.3%
-183.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +4.0% |
| 7D | +5.3% | +2.2% | +3.2% | +5.2% |
| 30D | +13.5% | +29.6% | -16.0% | +12.1% |
| 3M | -4.2% | +30.3% | -34.5% | -5.5% |
| 6M | -11.9% | +25.6% | -37.5% | -13.0% |
| YTD | -15.6% | +50.8% | -66.4% | -17.1% |
| 1Y | -16.8% | +63.0% | -79.8% | -18.5% |
| 3Y | +20.8% | +211.6% | -190.8% | +15.4% |
| All | +20.8% | +204.3% | -183.5% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling