explain the results as they relate to exposures to the risk factors in this mode

Question

explain the results as they relate to exposures to the risk factors in this model. Is there proof that this fund had particularly noteworthy performance during the 24-month period analyzed?
we do a regression using the 3 French fama model
Rfund-rf = i + i(mktrf) + si(smb) + hi(hml)

Regression Statistics Multiple R 0.933074417 R Square 0.870627868 Adjusted R Square 0.858499231 Standard Error 0.019223128 Observations 36 ANOVA df SS MS F Significance F Regression 3 0.07957743 0.02652581 71.78282639 2.66527E-14 Residual 32 0.011824916 0.000369529 Total 35 0.091402347 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% Intercept 0.009612773 0.003474703 2.766502028 0.009334111 0.002535035 0.016690512 0.002535035 0.016690512 mktrf 0.897972182 0.104240893 8.614394596 7.62729E-10 0.685640432 1.110303932 0.685640432 1.110303932 smb 0.878310948 0.22292376 3.939961122 0.000414467 0.424230108 1.332391788 0.424230108 1.332391788 hml 0.163099977 0.196757436 0.828939329 0.413279379 -0.237681805 0.56388176 -0.237681805 0.56388176

Explanation / Answer

Rfund-rf = i + i(mktrf) + si(smb) + hi(hml)

=0.0096+0.897972*mktrf+0.87831*smb+0.163099977*hml

the given model has significance F = 2.66527E-14 << 0.05

hence the model is significant

R^2 = 0.8706278

87 % of variation is explaine dby this model

if p-value < 0.05 ,the independent variable is significant

here mktrf and smb are significant   ,whereas hml is not .

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