+1,422.9%
FANG vs HAS
+270.4%
+1,152.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | -0.4% | -4.8% | +4.5% | +1.4% |
| 30D | +2.4% | -5.1% | +7.5% | +4.2% |
| 3M | +4.9% | +6.4% | -1.5% | +1.8% |
| 6M | +12.0% | -5.6% | +17.7% | +12.4% |
| YTD | +37.1% | +11.0% | +26.1% | +28.5% |
| 1Y | +52.3% | +16.8% | +35.5% | +39.4% |
| 3Y | +45.0% | +44.0% | +0.9% | +18.1% |
| 5Y | +231.0% | +11.0% | +220.0% | +192.8% |
| 10Y | +177.5% | +56.0% | +121.5% | +97.7% |
| All | +1,422.9% | +270.4% | +1,152.5% | +736.0% |
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