+272.0%
TMUS vs HAS
+616.0%
-344.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +9.0% | 0.0% | +9.1% | +9.0% |
| 30D | -3.2% | +31.3% | -34.5% | -11.3% |
| 3M | -6.9% | +32.1% | -39.0% | -14.9% |
| 6M | -16.4% | +28.1% | -44.6% | -23.3% |
| YTD | -19.6% | +49.1% | -68.7% | -30.2% |
| 1Y | -19.9% | +60.5% | -80.4% | -32.2% |
| 3Y | +14.5% | +183.9% | -169.4% | -23.5% |
| 5Y | +37.7% | +51.2% | -13.5% | +11.6% |
| 10Y | +242.2% | +105.3% | +137.0% | +112.8% |
| All | +272.0% | +616.0% | -344.0% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling