+181.9%
FANG vs HAS
+61.8%
+120.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | +2.6% | -2.8% | +5.4% | +3.5% |
| 3M | +7.6% | +10.1% | -2.5% | +3.2% |
| 6M | +17.3% | -1.4% | +18.7% | +15.8% |
| YTD | +38.7% | +14.2% | +24.5% | +28.7% |
| 1Y | +51.6% | +18.2% | +33.5% | +38.4% |
| 3Y | +50.0% | +48.6% | +1.4% | +20.9% |
| 5Y | +237.6% | +14.2% | +223.3% | +197.1% |
| All | +181.9% | +61.8% | +120.1% | +116.7% |
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